On the variances of a spatial unit root model

DOI10.1007/s10986-011-9113-9zbMath1227.62064arXiv1006.5730OpenAlexW3102257332MaRDI QIDQ647147

Sándor Baran

Publication date: 1 December 2011

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.5730

zbMATH Keywords

spatial autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Parameter estimation in a spatial unilateral unit root autoregressive model

Cites Work

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• Asymptotic inference for nearly nonstationary AR(1) processes
• Asymptotic inference for near unit roots in spatial autoregression
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• Statistical spatial series modelling II: Some further results on unilateral lattice processes
• Properties of the spatial unilateral first-order ARMA model
• Towards a unified asymptotic theory for autoregression
• Statistical spatial series modelling
• A subclass of lattice processes applied to a problem in planar sampling
• Regression Models with Spatially Correlated Errors
• Asymptotic inference for an unstable spatial AR model
• A note on properties of spatial yule-walker estimators
• On the correlation structure of some two-dimensional stationary processes
• ON STATIONARY PROCESSES IN THE PLANE

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