Periodogram ordinate: spatial model with near unit roots and dependent errors

DOI10.1016/j.spl.2019.108615zbMath1459.62179OpenAlexW2973048176MaRDI QIDQ2288774

Michael C. Tseng, Nathaniel Adu, G. D. Richardson

Publication date: 20 January 2020

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

Full work available at URL: https://doi.org/10.1016/j.spl.2019.108615

zbMATH Keywords

Brownian sheetunit rootsmoving averageautoregressive spatial process

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limit theory for moderate deviations from a unit root
• Mildly explosive autoregression under weak and strong dependence
• Unit roots test: spatial model with long memory errors
• Central limit theorem for Fourier transform and periodogram of random fields
• Gauss-Newton estimation of parameters for a spatial autoregression model
• The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
• Statistical spatial series modelling
• A subclass of lattice processes applied to a problem in planar sampling
• A note on properties of spatial yule-walker estimators
• The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case II
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables
• On the Statistical Treatment of Linear Stochastic Difference Equations

This page was built for publication: Periodogram ordinate: spatial model with near unit roots and dependent errors