Testing for unit roots in a nearly nonstationary spatial autoregressive process

DOI10.1023/A:1004184932031MaRDI QIDQ1585872zbMATH OpenOpenAlexFDO

Authors B. B. Bhattacharyya, Xin Li, Marianna Pensky, Gary Richardson

Publication date 2 May 2001

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1004184932031

zbMATH Keywords

Ornstein-Uhlenbeck processunit rootsfirst-order autoregressive processlocal Pitman-type alternativesnearly nonstationaryperiodogram ordinate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Unit roots test: spatial model with long memory errors
• scientific article; zbMATH DE number 1054392
• Unit roots: periodogram ordinate
• Asymptotic inference for unit roots in spatial triangular autoregression
• Asymptotic inference for near unit roots in spatial autoregression

Cited in

(5)

• M-estimation for near unit roots in spatial autoregression with infinite variance
• Unit roots: periodogram ordinate
• Asymptotic inference for near unit roots in spatial autoregression
• Unit roots test: spatial model with long memory errors
• Periodogram ordinate: spatial model with near unit roots and dependent errors

This page was built for publication: Testing for unit roots in a nearly nonstationary spatial autoregressive process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1585872)