On estimation of parameters for spatial autoregressive model
Youri Davydov () and
Vygantas Paulauskas ()
Statistical Inference for Stochastic Processes, 2008, vol. 11, issue 3, 237-247
Keywords: Autoregressive models; Estimation of parameters; Random fields; Primary: 62M10; 62M40; Secondary: 91B72 (search for similar items in EconPapers)
Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://hdl.handle.net/10.1007/s11203-008-9022-7 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:sistpr:v:11:y:2008:i:3:p:237-247
Ordering information: This journal article can be ordered from
http://www.springer. ... ty/journal/11203/PS2
DOI: 10.1007/s11203-008-9022-7
Access Statistics for this article
Statistical Inference for Stochastic Processes is currently edited by Denis Bosq, Yury A. Kutoyants and Marc Hallin
More articles in Statistical Inference for Stochastic Processes from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().