Simulating mixed regressive spatially autoregressive estimators

MaRDI QIDQ1297865zbMATH OpenFDO

Authors R. Kelley Pace, Ronald P. Barry

Publication date 14 September 1999

Published in Computational Statistics (Search for Journal in Brave)

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)

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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
• scientific article; zbMATH DE number 2222809 (Why is no real title available?)
• 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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