Testing for unit roots in a nearly nonstationary spatial autoregressive process

DOI10.1023/A:1004184932031zbMATH Open0959.62075OpenAlexW1978504414MaRDI QIDQ1585872FDOQ1585872

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

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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)

Cited In (5)

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

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