Asymptotic inference for unit roots in spatial triangular autoregression

DOI10.1007/S10440-007-9097-YMaRDI QIDQ996728zbMATHOpenAlexFDO

Authors Sándor Baran, Gyula Pap, Martien C. A. van Zuijlen

Publication date 19 July 2007

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2066/35101

zbMATH Keywords

Spatial autoregressive processesUnit root models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Asymptotic distribution theory in statistics (62E20)

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• Asymptotic inference for near unit roots in spatial autoregression
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• Asymptotic inference for unit roots in spatial triangular autoregression
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• On the correlation structure of some two-dimensional stationary processes
• On unit roots for spatial autoregressive models
• Probability Inequalities for Sums of Bounded Random Variables
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Cited in

(14)

• QML estimators in linear regression models with functional coefficient autoregressive processes
• Testing for unit roots in a nearly nonstationary spatial autoregressive process
• On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
• Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
• Parameter estimation in a spatial unilateral unit root autoregressive model
• Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets
• Asymptotic inference for a one-dimensional simultaneous autoregressive model
• A note on self-normalization for a simple spatial autoregressive model
• Asymptotic inference for unit roots in spatial triangular autoregression
• On unit roots for spatial autoregressive models
• Testing stability in a spatial unilateral autoregressive model
• Asymptotic inference for near unit roots in spatial autoregression
• Asymptotic inference for an unstable spatial AR model
• On the variances of a spatial unit root model

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