Estimation of spatial AR models (Q1314949): Difference between revisions
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Latest revision as of 10:00, 30 July 2024
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English | Estimation of spatial AR models |
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Estimation of spatial AR models (English)
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7 March 1994
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The author studies parameter estimation of spatial AR models whose innovations satisfy some two-parameter martingale difference condition . The results are mostly improvements of earlier work by the same author [see Chin. Ann. Math., Ser. B 12, No. 4, 432-444 (1991; Zbl 0764.62075)]. In the first section of the present paper, the conditions on the innovation process are weakened by introducing a smaller \(\sigma\)-field of past events. The second part improves weak consistency theorems of order estimation procedures to strong consistency . Also a law of the iterated logarithm for parameter estimates is given.
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spatial AR models
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two-parameter martingale difference condition
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innovation process
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weak consistency theorems
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order estimation
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strong consistency
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law of the iterated logarithm
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