scientific article; zbMATH DE number 865600

MaRDI QIDQ4872822zbMATH OpenFDO

Authors B. B. Bhattacharyya, T. M. Khalil, Gary Richardson

Publication date 9 June 1996

zbMATH Keywords

asymptotic normalityone step Gauss-Newton estimatorreparametrizationspatial autoregression model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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(13)

• Parameter estimation of spatial AR model
• Asymptotic inference for near unit roots in spatial autoregression
• Gauss-Newton estimation of parameters for a spatial autoregression model
• Testing stability in a spatial unilateral autoregressive model
• M-estimation for near unit roots in spatial autoregression with infinite variance
• Parameter estimation in a spatial unilateral unit root autoregressive model
• scientific article; zbMATH DE number 2145389 (Why is no real title available?)
• Least squares estimation of generalized space time autoregressive (GSTAR) model and its properties
• scientific article; zbMATH DE number 5211506 (Why is no real title available?)
• On estimation of parameters for spatial autoregressive model
• On the variances of a spatial unit root model
• On unit roots for spatial autoregressive models
• Asymptotic inference for unit roots in spatial triangular autoregression

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