M-estimation for a spatial unilateral autoregressive model with infinite variance innovations
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Publication:2995418
DOI10.1017/S0266466609990752zbMATH Open1230.62121MaRDI QIDQ2995418FDOQ2995418
Author name not available (Why is that?)
Publication date: 21 April 2011
Published in: Econometric Theory (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)
Cites Work
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- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Properties of the spatial unilateral first-order ARMA model
- Heavy-Tail Phenomena
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- Statistical spatial series modelling
- Martingale Central Limit Theorems
- Regression Models with Spatially Correlated Errors
- M-estimation for autoregression with infinite variance
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- Extreme value theory for space-time processes with heavy-tailed distributions
- Convergence to a stable distribution via order statistics
- Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
- Statistical spatial series modelling II: Some further results on unilateral lattice processes
- Asymptotic inference for near unit roots in spatial autoregression
- Gauss-Newton estimation of parameters for a spatial autoregression model
- A subclass of lattice processes applied to a problem in planar sampling
- A note on properties of spatial yule-walker estimators
- Edge Detection, Spatial Smoothing, and Image Reconstruction With Partially Observed Multivariate Data
- MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS
Cited In (6)
- Strictly stationary solutions of spatial ARMA equations
- NONPARAMETRIC PREDICTION WITH SPATIAL DATA
- Inference for spatial autoregressive models with infinite variance noises
- M-estimation for autoregression with infinite variance
- The stationary regions for the parameter space of unilateral second-order spatial AR model
- Autoregressive spatial spectral estimates
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