Asymptotic inference for a one-dimensional simultaneous autoregressive model

DOI10.1007/S00184-009-0289-5MaRDI QIDQ548172zbMATH OpenOpenAlexFDO

Authors Sándor Baran, Gyula Pap

Publication date 28 June 2011

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-009-0289-5

zbMATH Keywords

unit rootsleast squares estimatormartingale central limit theoremasymptotically stationary model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Asymptotic inference for unit roots in spatial triangular autoregression
• Estimation for autoregressive processes with unit roots
• Modified Whittle estimation of multilateral models on a lattice
• ON STATIONARY PROCESSES IN THE PLANE
• The Radicals of a Semigroup

Cited in

(1)

• Asymptotic inference for an unstable spatial AR model

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