Statistical Inference on the Parametric Component in Partially Linear Spatial Autoregressive Models

DOI10.1080/03610918.2014.889152zbMath1397.62357OpenAlexW2325681705MaRDI QIDQ2816729

Tizheng Li, Chang-Lin Mei

Publication date: 25 August 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.889152

zbMATH Keywords

bootstraplocal polynomial fittingspatial dependencepartially linear spatial autoregressive modelprofile quasi-maximum likelihood 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)

Related Items (4)

Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters ⋮ Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model ⋮ Estimation and testing of a higher-order partially linear spatial autoregressive model ⋮ Unnamed Item

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