Asymptotic inference for a nearly unstable sequence of stationary spatial AR models
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- Baran, Sándor & Pap, Gyula, 2009. "On the least squares estimator in a nearly unstable sequence of stationary spatial AR models," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 686-698, April.
- Ojeda, Silvia & Vallejos, Ronny & Bustos, Oscar, 2010. "A new image segmentation algorithm with applications to image inpainting," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2082-2093, September.
- Grisel Maribel Britos & Silvia María Ojeda, 2019. "Robust estimation for spatial autoregressive processes based on bounded innovation propagation representations," Computational Statistics, Springer, vol. 34(3), pages 1315-1335, September.
- Badi H. Baltagi & Junjie Shu, 2024. "A Survey of Spatial Unit Roots," Mathematics, MDPI, vol. 12(7), pages 1-32, March.
- Martellosio, Federico, 2011. "Efficiency of the OLS estimator in the vicinity of a spatial unit root," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1285-1291, August.
- Baran, Sándor & Pap, Gyula, 2012. "Parameter estimation in a spatial unilateral unit root autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 282-305.
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Keywords
Autoregressive model Asymptotic normality Martingale central limit theorem;Statistics
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