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Asymptotic Inference for Unit Roots in Spatial Triangular Autoregression

✍ Scribed by Sándor Baran; Gyula Pap; Martien C. A. van Zuijlen


Book ID
106334673
Publisher
Springer Netherlands
Year
2007
Tongue
English
Weight
567 KB
Volume
96
Category
Article
ISSN
0167-8019

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Asymptotic inference for spatial autoreg
✍ M. Arató; G. Pap; M.C.A. van Zuijlen 📂 Article 📅 2001 🏛 Elsevier Science 🌐 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