NONPARAMETRIC PREDICTION WITH SPATIAL DATA
From MaRDI portal
Publication:6078281
DOI10.1017/s0266466622000226arXiv2008.04269OpenAlexW3048113364WikidataQ114654185 ScholiaQ114654185MaRDI QIDQ6078281
Abhimanyu Gupta, Javier Hidalgo
Publication date: 24 October 2023
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.04269
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- GMM estimation with cross sectional dependence
- Guest editorial. Analysis of spatially dependent data
- Spatial correlation robust inference with errors in location or distance
- On spatial processes and asymptotic inference under near-epoch dependence
- Partial maximum likelihood estimation of spatial probit models
- Asymptotic theory for nonparametric regression with spatial data
- Inference with dependent data using cluster covariance estimators
- Prediction theory and Fourier series in several variables
- Prediction theory and Fourier series in several variables. II
- Nonparametric spectrum estimation for spatial data
- Prediction of multivariate time series by autoregressive model fitting
- Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
- Linear prediction by autoregressive model fitting in the time domain
- Interpolation of spatial data. Some theory for kriging
- Sparse spatial autoregressions
- Autoregressive spatial spectral estimates
- Least absolute deviation estimation for all-pass time series models
- Asymptotic theory of cepstral random fields
- Modified Whittle estimation of multilateral models on a lattice
- Estimation in semiparametric spatial regression
- Goodness of fit for lattice processes
- FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
- NONCAUSAL VECTOR AUTOREGRESSION
- M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS
- Approximation Theorems of Mathematical Statistics
- On the Pringsheim convergence of double series
- Modeling of two-dimensional random fields by parametric cepstrum
- Edge effects and efficient parameter estimation for stationary random fields
- Parameter estimation for a stationary process on a d-dimensional lattice
- Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
- Statistical Inference for Max-Stable Processes in Space and Time
- PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES IN THE FREQUENCY DOMAIN
- Noncausal Autoregressions for Economic Time Series
- Statistics for Spatial Data
- SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS
- ON STATIONARY PROCESSES IN THE PLANE
This page was built for publication: NONPARAMETRIC PREDICTION WITH SPATIAL DATA