Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397)

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scientific article; zbMATH DE number 6623664
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    Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
    scientific article; zbMATH DE number 6623664

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      Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (English)
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      6 September 2016
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      \(\alpha\)-mixing
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      dynamic panels
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      high dimensionality
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      least squares estimation
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      spatial autoregression
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      stationarity
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