Inference for spatial autoregressive models with infinite variance noises

DOI10.1007/S10114-020-9428-8MaRDI QIDQ1995608zbMATH OpenOpenAlexFDO

Authors Gui Li Liao, Qi Meng Liu, Rong-Mao Zhang

Publication date 24 February 2021

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-020-9428-8

zbMATH Keywords

spatial autoregressive modelheavy-tailed noiseWald statisticquantile inferenceself-weighted

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Statistics of extreme values; tail inference (62G32)

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• \(M\)-estimation for a spatial unilateral autoregressive model with infinite variance innovations

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