Identification of a spatial autoregression by rank methods
From MaRDI portal
Recommendations
- The correlation structure of spatial autoregressions
- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- Higher-order least squares inference for spatial autoregressions
- On estimation of parameters for spatial autoregressive model
- A naive least squares method for spatial autoregression with covariates
- Indirect inference in spatial autoregression
- M-estimates of the spatial autoregression coefficients
- Estimation of spatial autoregressions with stochastic weight matrices
- Spatial autoregressions with an extended parameter space and similarity-based weights
Cites work
- scientific article; zbMATH DE number 3934272 (Why is no real title available?)
- scientific article; zbMATH DE number 3354425 (Why is no real title available?)
- Estimates of Location Based on Rank Tests
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
- Linear serial rank tests for randomness against ARMA alternatives
- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
- R-estimation for arma models
- Rank-based estimation for autoregressive moving average time series models
- Statistical spatial series modelling
- \(R\)-estimation of the parameters of autoregressive [AR(\(p\))] models
Cited in
(5)- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- Generalized M-estimates of the autoregression field coefficients
- Least-modules estimates for spatial autoregression coefficients
- M-estimates of the spatial autoregression coefficients
- Asymptotic properties of the sign estimate of autoregression field coefficients
This page was built for publication: Identification of a spatial autoregression by rank methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q664258)
