Identification of a spatial autoregression by rank methods
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Cites work
- scientific article; zbMATH DE number 3934272 (Why is no real title available?)
- scientific article; zbMATH DE number 3354425 (Why is no real title available?)
- Estimates of Location Based on Rank Tests
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
- Linear serial rank tests for randomness against ARMA alternatives
- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
- R-estimation for arma models
- Rank-based estimation for autoregressive moving average time series models
- Statistical spatial series modelling
- \(R\)-estimation of the parameters of autoregressive [AR(\(p\))] models
Cited in
(5)- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- Generalized M-estimates of the autoregression field coefficients
- Least-modules estimates for spatial autoregression coefficients
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- Asymptotic properties of the sign estimate of autoregression field coefficients
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