Parameter estimation of spatial AR model
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Publication:1192392
zbMath0764.62075MaRDI QIDQ1192392
Publication date: 27 September 1992
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
consistency; asymptotic normality; innovations process; 2-parameter ergodic theorems; spatial AR model; stationary martingale difference innovations; Yule-Walker estimate
62M30: Inference from spatial processes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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