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A note on spatial–temporal lattice modeling and maximum likelihood estimation

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  • Zhang, Xiang
  • Zheng, Yanbing

Abstract

Spatial–temporal linear models and the corresponding likelihood-based statistical inference are important tools for the analysis of spatial–temporal lattice data. In this paper, we study the asymptotic properties of maximum likelihood estimates under a general asymptotic framework for spatial–temporal linear models. We propose mild regularity conditions on the spatial–temporal weight matrices and derive the asymptotic properties (consistency and asymptotic normality) of maximum likelihood estimates. A simulation study is conducted to examine the finite-sample properties of the maximum likelihood estimates.

Suggested Citation

  • Zhang, Xiang & Zheng, Yanbing, 2012. "A note on spatial–temporal lattice modeling and maximum likelihood estimation," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2145-2155.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:12:p:2145-2155
    DOI: 10.1016/j.spl.2012.07.019
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    References listed on IDEAS

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