M-estimation for a spatial unilateral autoregressive model with infinite variance innovations
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Publication:2995418
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Cites work
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- A bivariate stable characterization and domains of attraction
- A note on properties of spatial yule-walker estimators
- A subclass of lattice processes applied to a problem in planar sampling
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- Convergence to a stable distribution via order statistics
- Dependent central limit theorems and invariance principles
- Edge Detection, Spatial Smoothing, and Image Reconstruction With Partially Observed Multivariate Data
- Extreme value theory for space-time processes with heavy-tailed distributions
- Gauss-Newton and M-estimation for ARMA processes with infinite variance
- Gauss-Newton estimation of parameters for a spatial autoregression model
- Heavy-Tail Phenomena
- Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
- Limit theory for moving averages of random variables with regularly varying tail probabilities
- M-estimation for autoregression with infinite variance
- MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS
- Martingale Central Limit Theorems
- ON STATIONARY PROCESSES IN THE PLANE
- Point processes, regular variation and weak convergence
- Properties of the spatial unilateral first-order ARMA model
- Regression Models with Spatially Correlated Errors
- Robust Statistics
- Statistical spatial series modelling
- Statistical spatial series modelling II: Some further results on unilateral lattice processes
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
Cited in
(12)- MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS
- NONPARAMETRIC PREDICTION WITH SPATIAL DATA
- M-estimation for near unit roots in spatial autoregression with infinite variance
- Inference for spatial autoregressive models with infinite variance noises
- Generalized M-estimates of the autoregression field coefficients
- M-estimation for autoregression with infinite variance
- M-estimation for general ARMA processes with infinite variance
- M-estimates of the spatial autoregression coefficients
- The stationary regions for the parameter space of unilateral second-order spatial AR model
- Strictly stationary solutions of spatial ARMA equations
- Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations
- Autoregressive spatial spectral estimates
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