吴和成
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所属单位:经济与管理学院
发表刊物:COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
关键字:Asymptotic normality Maximum likelihood estimation Spatial autoregressive models Semi-parametrics spatial autoregressive model
摘要:Spatial data and non parametric methods arise frequently in studies of different areas and it is a common practice to analyze such data with semi-parametric spatial autoregressive (SPSAR) models. We propose the estimations of SPSAR models based on maximum likelihood estimation (MLE) and kernel estimation. The estimation of spatial regression coefficient was done by optimizing the concentrated log-likelihood function with respect to . Furthermore, under appropriate conditions, we derive the limiting distributions of our estimators for both the parametric and non parametric components in the model.
ISSN号:0361-0926
是否译文:否
发表时间:2018-01-01
合写作者:Peng Xiaozhi,Ma Ling
通讯作者:Peng Xiaozhi,吴和成