A note on self-normalization for a simple spatial autoregressive model

DOI10.1007/S10986-007-0014-XMaRDI QIDQ2471672zbMATH OpenOpenAlexFDO

Authors R. Zovė, V. Paulauskas

Publication date 18 February 2008

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-007-0014-x

zbMATH Keywords

random fields

Mathematics Subject Classification ID

Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Random fields; image analysis (62M40)

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Cites work

• A remark on self-normalization for dependent random variables
• Asymptotic inference for unit roots in spatial triangular autoregression
• scientific article; zbMATH DE number 1149763 (Why is no real title available?)
• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• Limit distributions of self-normalized sums
• On unit roots for spatial autoregressive models
• Properties of the spatial unilateral first-order ARMA model
• Self-normalized large deviations
• The Berry-Esseen bound for Student's statistic
• When is the Student \(t\)-statistic asymptotically standard normal?

Cited in

(1)

• On Beveridge-Nelson decomposition and limit theorems for linear random fields

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