Title

Gauss-Newton Estimation Of Parameters For A Spatial Autoregression Model

Authors

Authors

B. B. Bhattacharyya; T. M. Khalil;G. D. Richardson

Comments

Authors: contact us about adding a copy of your work at STARS@ucf.edu

Abbreviated Journal Title

Stat. Probab. Lett.

Keywords

martingale central limit theorem; spatial autoregression; unit root; estimation; CENTRAL LIMIT THEOREMS; Statistics & Probability

Abstract

Estimation of (alpha,beta)' in the doubly geometric model Z(ij) = alpha Z(i-1,j) + beta Z(i,j-1) - alpha beta Z(i-1,j-1) + epsilon(ij) is discussed for the cases (i) alpha = 1, \B\ < 1 and(ii) alpha = beta = 1. In each case, the ''one step Gauss-Newton estimator'' is shown, when properly normalized, to be asymptotically normal.

Journal Title

Statistics & Probability Letters

Volume

28

Issue/Number

2

Publication Date

1-1-1996

Document Type

Article

Language

English

First Page

173

Last Page

179

WOS Identifier

WOS:A1996UN68600014

ISSN

0167-7152

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