Autoregressive spatial spectral estimates
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Cites work
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- scientific article; zbMATH DE number 1034045 (Why is no real title available?)
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- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A frequency domain empirical likelihood method for irregularly spaced spatial data
- A spatial model for multivariate lattice data
- An Asymptotic Result for the Finite Predictor.
- An optimal autoregressive spectral estimate
- Approximate Likelihood for Large Irregularly Spaced Spatial Data
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Asymptotic properties of spectral estimates of second order
- Asymptotic theory for nonparametric regression with spatial data
- Automatic spectral density estimation for random fields on a lattice via bootstrap
- Autoregressive and window estimates of the inverse correlation function
- Baxter's inequality and sieve bootstrap for random fields
- Central limit theorems and uniform laws of large numbers for arrays of random fields
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Consistent autoregressive spectral estimates
- Correlation testing in time series, spatial and cross-sectional data
- Distributed lag approximation to linear time-invariant systems
- Edge effects and efficient parameter estimation for stationary random fields
- Estimating dynamic local interactions models
- Fixed-\(b\) asymptotics for spatially dependent robust nonparametric covariance matrix estimators
- Fourier analysis of irregularly spaced data on \(R^d\)
- GMM estimation with cross sectional dependence
- Goodness of fit for lattice processes
- HAC estimation in a spatial framework
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
- Higher order spectral estimation for random fields
- Inference with dependent data using cluster covariance estimators
- Loss of spectral peaks in autoregressive spectral estimation
- Modified Whittle estimation of multilateral models on a lattice
- Non-nested testing of spatial correlation
- Nonparametric spectrum estimation for spatial data
- ON STATIONARY PROCESSES IN THE PLANE
- On flat-top kernel spectral density estimators for homogeneous random fields
- On spatial processes and asymptotic inference under near-epoch dependence
- Parameter estimation for a stationary process on a d-dimensional lattice
- Partial maximum likelihood estimation of spatial probit models
- Prediction theory and Fourier series in several variables
- Prediction theory and Fourier series in several variables. II
- ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
- Social interactions, local spillovers and unemployment
- Spatial correlation robust inference with errors in location or distance
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
- Spatial semiparametric model with endogenous regressors
- Specification tests for lattice processes
- Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
- Statistical inference on regression with spatial dependence
- Statistical spatial series modelling II: Some further results on unilateral lattice processes
- \(M\)-estimation for a spatial unilateral autoregressive model with infinite variance innovations
Cited in
(10)- NONPARAMETRIC PREDICTION WITH SPATIAL DATA
- Automatic spectral density estimation for random fields on a lattice via bootstrap
- On a different way of understanding the edge-effect for the inference of ARMA-type processes (in \(\mathbb{Z}^d\))
- Asymptotic spectral theory for spatial data
- Consistent autoregressive spectral estimates: nonlinear time series and large autocovariance matrices
- Automatic estimation of spatial spectra via smoothing splines
- On the validity of Akaike's identity for random fields
- Spectral methods for nonstationary spatial processes
- Penalized Whittle likelihood for spatial data
- Nonparametric spectrum estimation for spatial data
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