On the least squares estimator in a nearly unstable sequence of stationary spatial AR models

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dc.creatorBaran, Sándor
dc.creatorPap, Gyula
dc.date2008-03-17
dc.date.accessioned2026-07-07T09:27:10Z
dc.date.available2026-07-07T09:27:10Z
dc.descriptionA 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 norming the least squares estimator for these coefficients has a normal limit distribution. If none of the parameters equals zero than the typical rate of convergence is n.
dc.description26 pages To appear in: J. Multivariate Anal
dc.identifierhttps://arxiv.org/abs/0803.2486
dc.identifierhttp://arxiv.org/abs/0803.2486
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/157004
dc.subjectStatistics Theory
dc.subjectProbability
dc.subject62M10; 62F12
dc.titleOn the least squares estimator in a nearly unstable sequence of stationary spatial AR models
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