On estimation of parameters for spatial autoregressive model
DOI10.1007/S11203-008-9022-7zbMATH Open1204.62157OpenAlexW2001989299MaRDI QIDQ623489FDOQ623489
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-008-9022-7
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- ON STATIONARY PROCESSES IN THE PLANE
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- Statistical spatial series modelling
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- A note on properties of spatial yule-walker estimators
- A Wold-like decomposition of two-dimensional discrete homogeneous random fields
- Aggregation of space-time processes.
- Bias of some commonly-used time series estimates
Cited In (20)
- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- Estimating a spatial autoregressive model with an endogenous spatial weight matrix
- Parameter estimation in a spatial unilateral unit root autoregressive model
- Title not available (Why is that?)
- Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields
- Title not available (Why is that?)
- Spatial AutoRegression (SAR) Model
- Memory properties and aggregation of spatial autoregressive models
- On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified
- Testing stability in a spatial unilateral autoregressive model
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
- A note on self-normalization for a simple spatial autoregressive model
- Nonlinear impact estimation in spatial autoregressive models
- Title not available (Why is that?)
- HAC estimation in a spatial framework
- Least-modules estimates for spatial autoregression coefficients
- Estimation of parameters of a two-dimensional spatial autoregressive model with regression
- Parameter estimation of spatial AR model
- A note on efficient simulation of multidimensional spatial autoregressive processes
- Identification of a spatial autoregression by rank methods
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