Spatial autoregression model: strong consistency.

DOI10.1016/J.SPL.2003.07.004MaRDI QIDQ1423088zbMATH OpenOpenAlexFDO

Authors D. Massart, B. B. Bhattacharyya, Gary Richardson, Jie Zhang, J.-J. Ren

Publication date 14 February 2004

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2003.07.004

zbMATH Keywords

two-parameter martingalesunit roots

Mathematics Subject Classification ID

Strong limit theorems (60F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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Cites work

• A subclass of lattice processes applied to a problem in planar sampling
• Convergence and regularity of multiparameter strong martingales
• Gauss-Newton estimation of parameters for a spatial autoregression model
• scientific article; zbMATH DE number 3971895 (Why is no real title available?)
• Regression Models with Spatially Correlated Errors
• Strong laws of large numbers for arrays of row-wise independent random variables

Cited in

(6)

• Gauss-Newton estimation of parameters for a spatial autoregression model
• Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
• scientific article; zbMATH DE number 2145389 (Why is no real title available?)
• Spatial AutoRegression (SAR) Model
• Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields
• On unit roots for spatial autoregressive models

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