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

DOI10.1016/0167-7152(92)90129-SMaRDI QIDQ1200751zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

asymptotic normalityasymptotic riskempirical Bayes estimatormaximum likelihood estimatortwo-dimensional autoregressive model

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4213262 (Why is no real title available?)
• Large sample estimation and prediction for explosive growth curve models
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Spatial Statistics: Developments 1980-3, Correspondent Paper

Cited in

(12)

• Kernel density estimation for spatial processes: The \(L_{1}\) theory
• Spatial kernel regression estimation: weak consistency
• Asymptotic properties of BMM-estimator in bidimensional autoregressive processes
• On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data
• On local linear regression for strongly mixing random fields
• Unilateral 2D Markov-switching autoregressive model
• Spatial regression models over two-dimensional manifolds
• Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
• Histograms for stationary linear random fields
• The Bayes estimation of parameters of spatial autoregressive model
• Spatial AutoRegression (SAR) Model
• Asymptotic normality of multivariate frequency polygons for stationary random fields

Describes a project that uses

Uses Software

• spatial

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