Parameter estimation of spatial AR model

MaRDI QIDQ1192392zbMATH OpenFDO

Authors Jiming Jiang

Publication date 27 September 1992

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityconsistencyYule-Walker estimateinnovations process2-parameter ergodic theoremsspatial AR modelstationary martingale difference innovations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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(9)

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• ESTIMATION OF SPATIAL ARMA MODELS
• Yule-Walker estimation of a CAR\((p)\) observed at discrete times
• scientific article; zbMATH DE number 2145389 (Why is no real title available?)
• Spatial AutoRegression (SAR) Model
• Modeling spatio-temporal data by spatial AR models
• Modified Whittle estimation of multilateral models on a lattice
• Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
• Asymptotic Results for Spatial ARMA Models

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