Asymptotic inference for near unit roots in spatial autoregression

DOI10.1214/AOS/1031594738zbMATH Open0890.62018OpenAlexW2055089405MaRDI QIDQ1372855FDOQ1372855

Authors: B. B. Bhattacharyya, Gary 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

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• scientific article; zbMATH DE number 865600
• Parameter estimation in a spatial unilateral unit root autoregressive model

zbMATH Keywords

maximal inequalitycentral limit theorytwo-parameter martingaleGauss-Newton estimationnear unit rootsspatial autoregressive process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44)

Cites Work

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• Properties of the spatial unilateral first-order ARMA model
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• Statistical spatial series modelling
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• Martingale Central Limit Theorems
• Regression Models with Spatially Correlated Errors
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• Statistical spatial series modelling II: Some further results on unilateral lattice processes
• Gauss-Newton estimation of parameters for a spatial autoregression model
• A subclass of lattice processes applied to a problem in planar sampling
• A note on properties of spatial yule-walker estimators

Cited In (16)

• 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
• Parameter estimates for fractional autoregressive spatial processes
• On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
• Asymptotic inference for unit roots in spatial triangular autoregression
• M-estimation for near unit roots in spatial autoregression with infinite variance
• \(M\)-estimation for a spatial unilateral autoregressive model with infinite variance innovations
• Asymptotic inference for a nearly unstable sequence of stationary spatial AR models
• Power properties of invariant tests for spatial autocorrelation in linear regression
• Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets
• Aggregation of autoregressive random fields and anisotropic long-range dependence
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• On spatial processes and asymptotic inference under near-epoch dependence
• Asymptotic inference for an unstable spatial AR model
• Testing for unit roots in a nearly nonstationary spatial autoregressive process

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