Asymptotic inference for unit roots in spatial triangular autoregression

DOI10.1007/s10440-007-9097-yzbMath1183.62162OpenAlexW2138239267MaRDI QIDQ996728

Gyula Pap, Sándor Baran, Martien C. A. Van Zuijlen

Publication date: 19 July 2007

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2066/35101

zbMATH Keywords

Spatial autoregressive processesUnit root models

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (10)

On unit roots for spatial autoregressive models ⋮ Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process ⋮ Parameter estimation in a spatial unilateral unit root autoregressive model ⋮ On the variances of a spatial unit root model ⋮ A note on self-normalization for a simple spatial autoregressive model ⋮ Asymptotic inference for a one-dimensional simultaneous autoregressive model ⋮ QML estimators in linear regression models with functional coefficient autoregressive processes ⋮ Asymptotic inference for unit roots in spatial triangular autoregression ⋮ On the least squares estimator in a nearly unstable sequence of stationary spatial AR models ⋮ Testing stability in a spatial unilateral autoregressive model

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