Asymptotic inference for a nearly unstable sequence of stationary spatial AR models
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Publication:1771437
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
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
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