论文信息 - ASYMPTOTIC INFERENCE FOR A NEARLY UNSTABLE SEQUENCE OF STATIONARY SPATIAL AR MODELS

ASYMPTOTIC INFERENCE FOR A NEARLY UNSTABLE SEQUENCE OF STATIONARY SPATIAL AR MODELS

A nearly unstable sequence of stationary spatial autoregressive processes is investigated, where the autoregressive coefficients are equal, and their sum tends to one. It is shown that the limiting distribution of the least-squares estimator for this coefficient is normal and, in contrast to the doubly geometric process, the typical rate of convergence is n-5/4.

Sándor Baran | Gyula Pap | Martien C. A. van Zuijlen

[1] R. J. Martin. The use of time-series models and methods in the analysis of agricultural field trials , 1990 .

[2] Asymptotic inference for an unstable triangular spatial AR model , 2001 .

[3] P. Whittle. ON STATIONARY PROCESSES IN THE PLANE , 1954 .

[4] J. Besag. On the correlation structure of some two-dimensional stationary processes , 1972 .

[5] Asymptotic inference for an unstable spatial AR model , 2004 .

[6] A.K. Jain,et al. Advances in mathematical models for image processing , 1981, Proceedings of the IEEE.

[7] Dag Tjøstheim,et al. Statistical spatial series modelling , 1978, Advances in Applied Probability.

[8] A note on properties of spatial yule-walker estimators , 1992 .

[9] Dag Tjostheim,et al. Autoregressive Modeling And Spectral Analysis of Array Data in the Plane , 1981, IEEE Transactions on Geoscience and Remote Sensing.

[10] Gregory C. Reinsel,et al. Regression Models with Spatially Correlated Errors , 1994 .

[11] Brian R. Cullis,et al. Spatial analysis of field experiments : an extension to two dimensions , 1991 .

[12] D. Tjøstheim. Statistical spatial series modelling II: Some further results on unilateral lattice processes , 1983, Advances in Applied Probability.

[13] R. J. Martin. A subclass of lattice processes applied to a problem in planar sampling , 1979 .

[14] Gregory C. Reinsel,et al. Properties of the spatial unilateral first-order ARMA model , 1993, Advances in Applied Probability.