Large-sample inference on spatial dependence

DOI10.1111/j.1368-423X.2008.00264.xzbMath1182.62199OpenAlexW2170842487MaRDI QIDQ3406054

Peter M. Robinson

Publication date: 12 February 2010

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00264.x

zbMATH Keywords

parameter estimationasymptotic theoryspatial dependenceindependence testing

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)

Related Items

Spatial Autoregressive Conditional Heteroskedasticity Models ⋮ A Stationary Spatio‐Temporal GARCH Model ⋮ On spatial processes and asymptotic inference under near-epoch dependence ⋮ Nonparametric spatial regression under near-epoch dependence

Cites Work

• Correlation testing in time series, spatial and cross-sectional data
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• NOTES ON CONTINUOUS STOCHASTIC PHENOMENA