On estimation of parameters for spatial autoregressive model

DOI10.1007/S11203-008-9022-7MaRDI QIDQ623489zbMATHOpenAlexFDO

Authors Youri Davydov, V. Paulauskas

Publication date 5 February 2011

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-008-9022-7

zbMATH Keywords

random fields

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Random fields; image analysis (62M40)

Recommendations

• M-estimates of the spatial autoregression coefficients
• On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
• scientific article; zbMATH DE number 865600
• Estimation of spatial AR models
• M-estimation for near unit roots in spatial autoregression with infinite variance

Cites work

• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• A Wold-like decomposition of two-dimensional discrete homogeneous random fields
• A central limit theorem for stationary random fields
• A note on properties of spatial yule-walker estimators
• A test for spatial autocorrelation in seemingly unrelated regressions
• Aggregation of space-time processes.
• Bias of some commonly-used time series estimates
• Lattice points in lattice polytopes
• ON STATIONARY PROCESSES IN THE PLANE
• Parameter estimation for a stationary process on a d-dimensional lattice
• Prediction theory and Fourier series in several variables
• Prediction theory and Fourier series in several variables. II
• Statistical spatial series modelling
• Statistical spatial series modelling II: Some further results on unilateral lattice processes

Cited in

(20)

• Estimation of parameters of a two-dimensional spatial autoregressive model with regression
• scientific article; zbMATH DE number 7017865 (Why is no real title available?)
• Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
• On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified
• Parameter estimation in a spatial unilateral unit root autoregressive model
• Parameter estimation of spatial AR model
• Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
• HAC estimation in a spatial framework
• A note on self-normalization for a simple spatial autoregressive model
• Least-modules estimates for spatial autoregression coefficients
• Spatial AutoRegression (SAR) Model
• Identification of a spatial autoregression by rank methods
• Testing stability in a spatial unilateral autoregressive model
• Memory properties and aggregation of spatial autoregressive models
• scientific article; zbMATH DE number 2222812 (Why is no real title available?)
• scientific article; zbMATH DE number 5211506 (Why is no real title available?)
• Macroscaling limit theorems for filtered spatiotemporal random fields
• A note on efficient simulation of multidimensional spatial autoregressive processes
• Nonlinear impact estimation in spatial autoregressive models
• Estimating a spatial autoregressive model with an endogenous spatial weight matrix

This page was built for publication: On estimation of parameters for spatial autoregressive model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q623489)