| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1147159 | Journal of Multivariate Analysis | 2009 | 13 Pages |
Abstract
A nearly unstable sequence of stationary spatial autoregressive processes is investigated, when the sum of the absolute values of the autoregressive coefficients tends to one. It is shown that after an appropriate normalization the least squares estimator for these coefficients has a normal limit distribution. If none of the parameters equals zero then the typical rate of convergence is nn.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Sándor Baran, Gyula Pap,