Asymptotic inference for unit roots in spatial triangular autoregression
DOI10.1007/S10440-007-9097-YzbMATH Open1183.62162OpenAlexW2138239267MaRDI QIDQ996728FDOQ996728
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
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- scientific article; zbMATH DE number 865600
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Asymptotic distribution theory in statistics (62E20)
Cites Work
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Cited In (14)
- Asymptotic inference for a one-dimensional simultaneous autoregressive model
- Parameter estimation in a spatial unilateral unit root autoregressive model
- On the variances of a spatial unit root model
- On unit roots for spatial autoregressive models
- On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
- Asymptotic inference for unit roots in spatial triangular autoregression
- Asymptotic inference for near unit roots in spatial autoregression
- QML estimators in linear regression models with functional coefficient autoregressive processes
- Testing stability in a spatial unilateral autoregressive model
- Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets
- A note on self-normalization for a simple spatial autoregressive model
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
- Asymptotic inference for an unstable spatial AR model
- Testing for unit roots in a nearly nonstationary spatial autoregressive process
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