Spatial autoregression and related spatio-temporal models
AbstractWe propose a spatial autoregressive random field of order p on the spatial domain for p[greater-or-equal, slanted]2 in this paper, whose univariate margins are the continuous-time autoregression of order p on the real line, and introduce a class of semiparametric spatio-temporal covariance models stationary in space with the spatial autoregressive margin.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 88 (2004)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Zastavnyi, Victor P., 2000. "On Positive Definiteness of Some Functions," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 55-81, April.
- Peter M Robinson & J Vidal Sanz, 2005.
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STICERD - Econometrics Paper Series
/2005/492, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Robinson, P.M. & Vidal Sanz, J., 2006. "Modified Whittle estimation of multilateral models on a lattice," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1090-1120, May.
- Peter M. Robinson & J. Vidal Sanz, 2005. "Modified whittle estimation of multilateral models on a lattice," LSE Research Online Documents on Economics 4545, London School of Economics and Political Science, LSE Library.
- Ma, Chunsheng, 2005. "A class of stationary random fields with a simple correlation structure," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 313-327, June.
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