Asymptotic inference for a nearly unstable sequence of stationary spatial AR models

DOI10.1016/j.spl.2004.06.003zbMath1075.62078OpenAlexW2144574807MaRDI QIDQ1771437

Sándor Baran, Gyula Pap, Martien C. A. Van Zuijlen

Publication date: 21 April 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2066/60141

zbMATH Keywords

Asymptotic normalityAutoregressive modelMartingale central limit theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (5)

Parameter estimation in a spatial unilateral unit root autoregressive model ⋮ A new image segmentation algorithm with applications to image inpainting ⋮ Efficiency of the OLS estimator in the vicinity of a spatial unit root ⋮ On the least squares estimator in a nearly unstable sequence of stationary spatial AR models ⋮ Robust estimation for spatial autoregressive processes based on bounded innovation propagation representations

Cites Work

• Asymptotic inference for near unit roots in spatial autoregression
• Statistical spatial series modelling II: Some further results on unilateral lattice processes
• Properties of the spatial unilateral first-order ARMA model
• Statistical spatial series modelling
• A subclass of lattice processes applied to a problem in planar sampling
• Asymptotic inference for an unstable spatial AR model
• A note on properties of spatial yule-walker estimators
• On the correlation structure of some two-dimensional stationary processes
• ON STATIONARY PROCESSES IN THE PLANE
• Unnamed Item

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