Estimation of parameters of a two-dimensional spatial autoregressive model with regression

DOI10.1016/0167-7152(92)90129-SzbMATH Open0766.62054OpenAlexW1990151197MaRDI QIDQ1200751FDOQ1200751

S. Singh

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90129-s

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zbMATH Keywords

asymptotic normalitymaximum likelihood estimatorasymptotic riskempirical Bayes estimatortwo-dimensional autoregressive model

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Maximum likelihood estimation of models for residual covariance in spatial regression
• Spatial Statistics: Developments 1980-3, Correspondent Paper
• Title not available (Why is that?)
• Large sample estimation and prediction for explosive growth curve models

Cited In (7)

• On local linear regression for strongly mixing random fields
• Spatial regression models over two-dimensional manifolds
• Kernel density estimation for spatial processes: The \(L_{1}\) theory
• Spatial kernel regression estimation: weak consistency
• Spatial AutoRegression (SAR) Model
• On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data
• Histograms for stationary linear random fields

Uses Software

• spatial

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