Simulating mixed regressive spatially autoregressive estimators

zbMATH Open0922.62097MaRDI QIDQ1297865FDOQ1297865

Authors: R. Kelley Pace, Ronald P. Barry 

Publication date: 14 September 1999

Published in: Computational Statistics (Search for Journal in Brave)

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zbMATH Keywords

sparse matricesspatial autoregressionmaximum likelihood estimatorleast squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

Cited In (7)

• THE AUTOREGRESSIVE MOVING AVERAGE MODEL FOR SPATIAL ANALYSIS
• Space-varying regression models: specifications and simulation
• Estimation of spatial autoregressive models with measurement error for large data sets
• Sensitivity analysis of SAR estimators: a numerical approximation
• Title not available (Why is that?)
• CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
• A note on efficient simulation of multidimensional spatial autoregressive processes

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