Parameter estimation in a spatial unilateral unit root autoregressive model

DOI10.1016/j.jmva.2012.01.022zbMath1274.62574arXiv1102.3318OpenAlexW2104955438MaRDI QIDQ413780

Sándor Baran, Gyula Pap

Publication date: 7 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.3318

zbMATH Keywords

spatial unilateral autoregressive processesunit root models

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) Non-Markovian processes: estimation (62M09)

Related Items

Testing stability in a spatial unilateral autoregressive model

Cites Work

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