DOIAbstract
Spatial process, asymptotic normality, consistency, lattice sampling, stochastic difference equation,
Spatial process, asymptotic normality, consistency, lattice sampling, stochastic difference equation,
We provide a direct proof for consistency and asymptotic normality of Gaussian maximum likelihood es...
In this study, I investigate the necessary condition for the consistency of the maximum likelihood e...
We propose profile quasi-maximum likelihood estimation of spatial autoregressive models that are par...
This paper examines the Gaussian maximum likelihood estimator (GMLE) in the context of a general for...
This paper examines the Gaussian maximum likelihood estimator (GMLE) in the context of a general for...
This paper examines the Gaussian maximum likelihood estimator (GMLE) in the context of a general for...
This paper investigates asymptotic properties of the maximum likelihood estimator and the quasi-maxi...
The (quasi-) maximum likelihood estimator (QMLE) for the autoregres-sive parameter in a spatial auto...
Abstract The (quasi-) maximum likelihood estimator (MLE) for the autoregressive parameter in a spati...
E ¢ cient semiparametric and parametric estimates are developed for a spatial autoregressive model, ...
Asymptotic inference for estimators of (alpha(n), beta(n)) in the spatial autoregressive model Z(ij)...
The likelihood functions for spatial autoregressive models with normal but heteroskedastic distur-ba...
We examine a higher-order spatial autoregressive model with stochastic, but exogenous, spatial weigh...
Let (α̂n,β̂n) denote the Gauss-Newton estimator of the parameter (α,β) in the autoregression model Z...
Efficient semiparametric and parametric estimates are developed for a spatial autoregressive model, ...
We provide a direct proof for consistency and asymptotic normality of Gaussian maximum likelihood es...
In this study, I investigate the necessary condition for the consistency of the maximum likelihood e...
We propose profile quasi-maximum likelihood estimation of spatial autoregressive models that are par...
This paper examines the Gaussian maximum likelihood estimator (GMLE) in the context of a general for...
This paper examines the Gaussian maximum likelihood estimator (GMLE) in the context of a general for...
This paper examines the Gaussian maximum likelihood estimator (GMLE) in the context of a general for...
This paper investigates asymptotic properties of the maximum likelihood estimator and the quasi-maxi...
The (quasi-) maximum likelihood estimator (QMLE) for the autoregres-sive parameter in a spatial auto...
Abstract The (quasi-) maximum likelihood estimator (MLE) for the autoregressive parameter in a spati...
E ¢ cient semiparametric and parametric estimates are developed for a spatial autoregressive model, ...
Asymptotic inference for estimators of (alpha(n), beta(n)) in the spatial autoregressive model Z(ij)...
The likelihood functions for spatial autoregressive models with normal but heteroskedastic distur-ba...
We examine a higher-order spatial autoregressive model with stochastic, but exogenous, spatial weigh...
Let (α̂n,β̂n) denote the Gauss-Newton estimator of the parameter (α,β) in the autoregression model Z...
Efficient semiparametric and parametric estimates are developed for a spatial autoregressive model, ...
We provide a direct proof for consistency and asymptotic normality of Gaussian maximum likelihood es...
In this study, I investigate the necessary condition for the consistency of the maximum likelihood e...
We propose profile quasi-maximum likelihood estimation of spatial autoregressive models that are par...
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