Asymptotic inference for near unit roots in spatial autoregression

DOI10.1214/AOS/1031594738MaRDI QIDQ1372855zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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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
• Testing for unit roots in a nearly nonstationary spatial autoregressive process
• Asymptotic inference for an unstable spatial AR model

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