Profile likelihood estimation of spatial varying coefficient stratified autocorrelation model and its application

MaRDI QIDQ6148923zbMATH OpenFDO

Authors Lijun Meng, Xiaowen Dai, Kurbanyaz Gulistan, Xiaokun Chen, Maozai Tian

Publication date 8 February 2024

Full work available at URL https://applmath.cjoe.ac.cn/jweb_yysxxb/EN/Y2023/V46/I2/166

zbMATH Keywords

profile maximum likelihood estimationspatial agglomerationspatial stratificationspatial varying coefficient hierarchical autocorrelation model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A semiparametric spatial dynamic model
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Asymptotic theory for nonparametric regression with spatial data
• Efficient GMM estimation of high order spatial autoregressive models with autoregressive disturbances
• Estimation in semiparametric spatial regression
• Estimation Methods for Models of Spatial Interaction
• Local linear spatial regression
• Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
• Spatial autoregressive partially linear varying coefficient models
• Spatial weights matrix selection and model averaging for spatial autoregressive models
• Statistical inference on the parametric component in partially linear spatial autoregressive models

Cited in

(1)

• Profile least square estimation of error spatial autocorrelation GWR models

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