An asymptotic test for separability of a spatial autoregressive model

DOI10.1080/03610929508831600MaRDI QIDQ4337046zbMATH OpenOpenAlexFDO

Authors Mahendran Shitan, Peter J. Brockwell

Publication date 13 June 2000

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929508831600

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

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Cites work

• A subclass of lattice processes applied to a problem in planar sampling
• Physical nearest-neighbour models and non-linear time-series
• Properties of the spatial unilateral first-order ARMA model
• Regression Models with Spatially Correlated Errors

Cited in

(16)

• An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
• Asymptotic Results for Spatial ARMA Models
• Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity
• Testing lack of symmetry in spatial-temporal processes
• Testing axial symmetry and separability of lattice processes
• Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model
• Testing Separability in Spatial-Temporal Marked Point Processes
• A tuning parameter free test for properties of space-time covariance functions
• The likelihood ratio test for a separable covariance matrix
• Testing for separability of spatial\,-\,temporal covariance functions
• Separability tests for high-dimensional, low-sample size multivariate repeated measures data
• A likelihood ratio test for separability of covariances
• An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing
• Equivariant minimax dominators of the MLE in the array normal model
• A simple spatial dependence test robust to local and distributional misspecifications
• On nonparametric and semiparametric testing for multivariate linear time series

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