Asymptotic inference for spatial autoreg
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M. Arató; G. Pap; M.C.A. van Zuijlen
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Article
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2001
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Elsevier Science
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English
⚖ 466 KB
The relationship between the discrete time nearly unit root doubly geometric spatial model and the continuous time Omstein-Uhlenbeck random field is investigated. It turns out that the Omstein-Uhlenbeck sheet can be considered as the continuous time counterpart of the doubly geometric model. However