Estimation of spatial AR models (Q1314949)
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scientific article; zbMATH DE number 508945
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| English | Estimation of spatial AR models |
scientific article; zbMATH DE number 508945 |
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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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0.8912508487701416
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0.8208655714988708
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0.8177118897438049
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