Asymptotic inference for near unit roots in spatial autoregression
From MaRDI portal
Publication:1372855
DOI10.1214/aos/1031594738zbMath0890.62018MaRDI QIDQ1372855
B. B. Bhattacharyya, G. D. Richardson, LeRoy A. Franklin
Publication date: 22 June 1998
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1031594738
maximal inequality; central limit theory; two-parameter martingale; Gauss-Newton estimation; near unit roots; spatial autoregressive process
62F12: Asymptotic properties of parametric estimators
62M30: Inference from spatial processes
60G44: Martingales with continuous parameter
60F17: Functional limit theorems; invariance principles
Related Items
Asymptotic inference for an unstable spatial AR model, POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION, Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets, Parameter estimation in a spatial unilateral unit root autoregressive model, Efficiency of the OLS estimator in the vicinity of a spatial unit root, On the variances of a spatial unit root model, Aggregation of autoregressive random fields and anisotropic long-range dependence, Parameter estimates for fractional autoregressive spatial 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, Asymptotic inference for a nearly unstable sequence of stationary spatial AR models, M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS, M-estimation for near unit roots in spatial autoregression with infinite variance
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic inference for nearly nonstationary AR(1) processes
- Maximum likelihood type estimation for nearly nonstationary autoregressive time series
- Dependent central limit theorems and invariance principles
- Gauss-Newton estimation of parameters for a spatial autoregression model
- Statistical spatial series modelling II: Some further results on unilateral lattice processes
- Properties of the spatial unilateral first-order ARMA model
- The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
- Towards a unified asymptotic theory for autoregression
- Statistical spatial series modelling
- A subclass of lattice processes applied to a problem in planar sampling
- Regression Models with Spatially Correlated Errors
- A note on properties of spatial yule-walker estimators
- Martingale Central Limit Theorems
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications