Asymptotic inference for a nearly unstable sequence of stationary spatial AR models

Statistics and Probability Letters

Volumn 69, Issue 1, 2004, Pages 53-61

  Baran, Sándor ^a   Pap, Gyula ^a   van Zuijlen, Martien C A ^b  

^a UNIVERSITY OF DEBRECEN   (Hungary)

^b RADBOUD UNIVERSITY NIJMEGEN   (Netherlands)

Author keywords

Asymptotic normality; Autoregressive model; Martingale central limit theorem

Indexed keywords

EID: 4344574803     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.06.003     Document Type: Article

References (10)

1. Baran, S., Pap, G., Zuijlen, M.V., 2004. Asymptotic inference for an unstable spatial AR model. Statistics. to appear.
2. Basu S. Reinsel G.C. A note on properties of spatial Yule-Walker estimators J. Statist. Comput. Simulation 41 1992 243-255
3. Basu S. Reinsel G.C. Properties of the spatial unilateral first-order ARMA model Adv. Appl. Probab. 25 1993 631-648
4. Besag J.E. On the correlation structure of some two dimensional stationary processes Biometrika 59 1972 43-48
5. Bhattacharyya B.B. Richardson G.D. Franklin L.A. Asymptotic inference for near unit roots in spatial autoregression Ann. Statist. 25 1997 1709-1724
6. Martin R.J. A subclass of lattice processes applied to a problem in planar sampling Biometrika 66 1979 209-217
7. Shiryayev A.N. Probability 1984 Springer New York
8. Tjøstheim D. Statistical spatial series modelling Adv. Appl. Probab. 10 1978 130-154
9. Tjøstheim D. Statistical spatial series modelling II: some further results on unilateral processes Adv. Appl. Probab. 15 1983 562-584
10. Whittle P. On stationary processes in the plane Biometrika 41 1954 434-449