A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models
AbstractThis note studies the existence and uniqueness of quasi-maximum likelihood estimator for mixed regressive, spatial autoregression model with continuously distributed response vector. Under very mild conditions that n>rank(Xn)+1 (n is the sample size and Xn is the n×p constant matrix of regressors), we show that the quasi-likelihood function has exactly one maximum with probability one in the parameter space.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 83 (2013)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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