On estimation of parameters for spatial autoregressive model

DOI10.1007/s11203-008-9022-7zbMath1204.62157OpenAlexW2001989299MaRDI QIDQ623489

Youri Davydov, Vygantas Paulauskas

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

zbMATH Keywords

random fields

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields, Least-modules estimates for spatial autoregression coefficients, Parameter estimation in a spatial unilateral unit root autoregressive model, Testing stability in a spatial unilateral autoregressive model, Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models

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