Strictly stationary solutions of spatial ARMA equations
Author
Abstract
Suggested Citation
DOI: 10.1007/s10463-014-0500-y
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Roknossadati, S.M. & Zarepour, M., 2010. "M-Estimation For A Spatial Unilateral Autoregressive Model With Infinite Variance Innovations," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1663-1682, December.
- Peter J. Brockwell & Alexander Lindner, 2010. "Strictly stationary solutions of autoregressive moving average equations," Biometrika, Biometrika Trust, vol. 97(3), pages 765-772.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Pham, Viet Son, 2020. "Lévy-driven causal CARMA random fields," Stochastic Processes and their Applications, Elsevier, vol. 130(12), pages 7547-7574.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Yining Chen, 2015. "Semiparametric Time Series Models with Log-concave Innovations: Maximum Likelihood Estimation and its Consistency," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 1-31, March.
- Gupta, Abhimanyu, 2018.
"Autoregressive spatial spectral estimates,"
Journal of Econometrics, Elsevier, vol. 203(1), pages 80-95.
- Gupta, A, 2015. "Autoregressive Spatial Spectral Estimates," Economics Discussion Papers 23825, University of Essex, Department of Economics.
- Tanujit Chakraborty & Ashis Kumar Chakraborty & Munmun Biswas & Sayak Banerjee & Shramana Bhattacharya, 2021. "Unemployment Rate Forecasting: A Hybrid Approach," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 183-201, January.
- Peter J. Brockwell & Alexander Lindner, 2021. "Aspects of non‐causal and non‐invertible CARMA processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(5-6), pages 777-790, September.
- Brandes, Dirk-Philip & Lindner, Alexander, 2014. "Non-causal strictly stationary solutions of random recurrence equations," Statistics & Probability Letters, Elsevier, vol. 94(C), pages 113-118.
- Peter Brockwell & Alexander Lindner & Bernd Vollenbröker, 2012. "Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(6), pages 1089-1119, December.
- Spangenberg, Felix, 2013. "Strictly stationary solutions of ARMA equations in Banach spaces," Journal of Multivariate Analysis, Elsevier, vol. 121(C), pages 127-138.
- Gupta, A, 2015. "Autoregressive Spatial Spectral Estimates," Economics Discussion Papers 14458, University of Essex, Department of Economics.
- P. Brockwell, 2014. "Recent results in the theory and applications of CARMA processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(4), pages 647-685, August.
- Ernst, Philip A. & Brown, Lawrence D. & Shepp, Larry & Wolpert, Robert L., 2017. "Stationary Gaussian Markov processes as limits of stationary autoregressive time series," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 180-186.
- Badi H. Baltagi & Junjie Shu, 2024. "A Survey of Spatial Unit Roots," Mathematics, MDPI, vol. 12(7), pages 1-31, March.
- Abhimanyu Gupta & Javier Hidalgo, 2020.
"Nonparametric prediction with spatial data,"
Papers
2008.04269, arXiv.org, revised Nov 2021.
- Gupta, Abhimanyu & Hidalgo, Javier, 2022. "Nonparametric prediction with spatial data," LSE Research Online Documents on Economics 115292, London School of Economics and Political Science, LSE Library.
- Abhimanyu Gupta & Javier Hidalgo, 2022. "Nonparametric prediction with spatial data," STICERD - Econometrics Paper Series 621, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
- Chao Zhang & Piotr Kokoszka & Alexander Petersen, 2022. "Wasserstein autoregressive models for density time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(1), pages 30-52, January.
More about this item
Keywords
Causality; Random fields; Spatial ARMA model; Strict stationarity;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:68:y:2016:i:2:p:385-412. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.