M-estimation for near unit roots in spatial autoregression with infinite variance-Reference-Cited by-同舟云学术

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M-estimation for near unit roots in spatial autoregression with infinite variance

Published:2010-04-13 Issue:4 Volume:45 Page:337-348
ISSN:0233-1888
Container-title:Statistics
language:en
Short-container-title:Statistics

Author:

Roknossadati S. M.¹,Zarepour M.²

Affiliation:

1. a Department of Mathematics and Statistics , University of Ottawa , 585 King Edward Street, P.O. Box 450 STN A, Ottawa, Ontario , Canada , K1N 6N5

2. b Economic Research and Policy Department , Central Bank of Iran , P.O. Box: 15875/7177, Tehran , Iran

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02331881003768792

Reference24 articles.

1. Distribution of the Estimators for Autoregressive Time Series with a Unit Root

2. Towards a unified asymptotic theory for autoregression

3. Asymptotic Inference for Nearly Nonstationary AR(1) Processes

4. Limit theory for autoregressive-parameter estimates in an infinite-variance random walk

5. A subclass of lattice processes applied to a problem in planar sampling

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Survey of Spatial Unit Roots;Mathematics;2024-03-31

2. The stationary regions for the parameter space of unilateral second-order spatial AR model;Random Operators and Stochastic Equations;2018-09-01

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