Asymptotic inference for near unit roots in spatial autoregression

DOI10.1214/aos/1031594738zbMath0890.62018MaRDI QIDQ1372855

B. B. Bhattacharyya, G. D. Richardson, LeRoy A. Franklin

Publication date: 22 June 1998

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1031594738

zbMATH Keywords

maximal inequality; central limit theory; two-parameter martingale; Gauss-Newton estimation; near unit roots; spatial autoregressive process

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M30: Inference from spatial processes

60G44: Martingales with continuous parameter

60F17: Functional limit theorems; invariance principles

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Asymptotic inference for an unstable spatial AR model, POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION, Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets, Parameter estimation in a spatial unilateral unit root autoregressive model, Efficiency of the OLS estimator in the vicinity of a spatial unit root, On the variances of a spatial unit root model, Aggregation of autoregressive random fields and anisotropic long-range dependence, Parameter estimates for fractional autoregressive spatial processes, Asymptotic inference for unit roots in spatial triangular autoregression, On the least squares estimator in a nearly unstable sequence of stationary spatial AR models, Asymptotic inference for a nearly unstable sequence of stationary spatial AR models, M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS, M-estimation for near unit roots in spatial autoregression with infinite variance

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