Asymptotic properties of maximum likelihood estimates in a class of space-time regression models

DOI10.1006/JMVA.1995.1068zbMATH Open0863.62077OpenAlexW2052608164MaRDI QIDQ1907810FDOQ1907810

Authors: Xu-Feng Niu 

Publication date: 13 February 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1068

Recommendations

• Modeling Satellite Ozone Data
• scientific article; zbMATH DE number 1165669
• A note on spatial-temporal lattice modeling and maximum likelihood estimation
• On maximum likelihood estimation for Gaussian spatial autoregression models
• Maximum likelihood estimation of a generalized star(p; 1p) model

zbMATH Keywords

strong law of large numbersmaximum likelihood estimatesspectral density matrixmartingale central limit theoremexact likelihood functioncircular matricesconditional likelihood functionsatellite ozone dataspace-time regression modelsstructural periodic vector autoregressive processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cited In (3)

• Modeling Satellite Ozone Data
• Space-Time Estimation and Prediction under Infill Asymptotics with Compactly Supported Covariance Functions
• Title not available (Why is that?)

This page was built for publication: Asymptotic properties of maximum likelihood estimates in a class of space-time regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1907810)