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On Maximum Likelihood Estimation for Gaussian Spatial Autoregression Models

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  • Jaroslav Mohapl

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  • Jaroslav Mohapl, 1998. "On Maximum Likelihood Estimation for Gaussian Spatial Autoregression Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(1), pages 165-186, March.
    • Handle: RePEc:spr:aistmt:v:50:y:1998:i:1:p:165-186
    DOI: 10.1023/A:1003457632479
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    References listed on IDEAS

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    1. Heyde, C. C. & Gay, R., 1993. "Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 45(1), pages 169-182, March.
    2. Niu, X. F., 1995. "Asymptotic Properties of Maximum Likelihood Estimates in a Class of Space-Time Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 55(1), pages 82-104, October.
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