Gauss-Newton estimation of parameters for a spatial autoregression model

DOI10.1016/0167-7152(95)00114-XzbMath0847.62079OpenAlexW2092575520MaRDI QIDQ1916250

T. M. Khalil, B. B. Bhattacharyya, G. D. Richardson

Publication date: 2 July 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00114-x

zbMATH Keywords

asymptotic normalityspatial autoregressionmartingale central limit theoremdoubly geometric modelone step Gauss-Newton estimatorunit root estimation

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) Central limit and other weak theorems (60F05)

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Cites Work

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• Dependent central limit theorems and invariance principles
• Properties of the spatial unilateral first-order ARMA model
• The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
• A subclass of lattice processes applied to a problem in planar sampling
• Regression Models with Spatially Correlated Errors
• A note on properties of spatial yule-walker estimators
• Martingale Central Limit Theorems

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