A note on spatial–temporal lattice modeling and maximum likelihood estimation
AbstractSpatial–temporal linear models and the corresponding likelihood-based statistical inference are important tools for the analysis of spatial–temporal lattice data. In this paper, we study the asymptotic properties of maximum likelihood estimates under a general asymptotic framework for spatial–temporal linear models. We propose mild regularity conditions on the spatial–temporal weight matrices and derive the asymptotic properties (consistency and asymptotic normality) of maximum likelihood estimates. A simulation study is conducted to examine the finite-sample properties of the maximum likelihood estimates.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 82 (2012)
Issue (Month): 12 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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