Gaussian maximum likelihood estimation for ARMA models II: Spatial processes

By Qiwei Yao, Peter J. Brockwell. 2006

77 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/0cbd884d441957e926ef7734a690bb6d5a9d513e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Qiwei Yao
2. Peter J. Brockwell
3. V. Todorov
4. Clifford Lam
5. S. Ling
6. George Tauchen
7. J. von Asmuth
8. Marc F. P. Bierkens

Citations in the corpus

• Asymptotic theory for nonparametric regression with spatial data (2011, unknown): “E-mail address: p.m.robinson@lse.ac.uk”
• Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series (2006, background): “The added incentive to produce such a proof is to establish a similar result for spatial processes (see Yao and Brockwell, 2006).”