Asymptotic properties of maximum likelihood estimates in a class of space-time regression models
type: Item
instance of: scholarly article
title: Asymptotic properties of maximum likelihood estimates in a class of space-time regression models
zbMATH Open document ID: 0863.62077
published in: Journal of Multivariate Analysis
publication date: 1996-02-13T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P99
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 844602
zbMATH Keywords: exact likelihood function
zbMATH Keywords: conditional likelihood function
zbMATH Keywords: circular matrices
zbMATH Keywords: martingale central limit theorem
zbMATH Keywords: satellite ozone data
zbMATH Keywords: maximum likelihood estimates
zbMATH Keywords: space-time regression models
zbMATH Keywords: structural periodic vector autoregressive processes
zbMATH Keywords: spectral density matrix
zbMATH Keywords: strong law of large numbers
author: Xu-Feng Niu
MaRDI profile type: Publication
full work available at URL: jmva.1995.1068
OpenAlex ID: W2052608164
DOI: 10.1006/JMVA.1995.1068
description: scientific article; zbMATH DE number 844602