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	PARAMETER-ESTIMATION OF SPATIAL AR MODEL
	JIANG, JM
	1991
英文摘要	Consider a stable AR model of two parameter spatial series {X(t), t is-an-element-of N2}, 'i. e. {X(s), t is-an-element-of N2} homogeneous and satisfies the following difference equation [GRAPHICS] where [W(t), t is-an-element-of N2} is a two parameter white noise and the notation < 0, p] expresses the set of two dimentional lattice points {(k1, k2): 0 less-than-or-equal-to k1 less-than-or-equal-to p1, 0 less-than-or-equal-to k2 less-than-or-equal-to p2 but (k1, k2) not-equal (0, 0)], and furthermore the two-variable polynomial [GRAPHICS] In this paper, under frirly general conditions (it is required that {W(t)} satifies the conditions of two-parameter martingale difference, which is much weaker than supposing {W(t)} to be i. i. d.), the author obtains strong consistency and asymptotic normality of the Y-W (LS) estimate of the AR parameters {a(s)} whenever n1n2 --> infinity, where n1 and n2 denote the horizontal and vertical sampling width respectively.; Mathematics; SCI(E); 中国科学引文数据库(CSCD); 2; ARTICLE; 4; 432-444; 12
语种	英语
出处	SCI
出版者	chinese annals of mathematics series b
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/403395]
专题	数学科学学院
推荐引用方式 GB/T 7714	JIANG, JM. PARAMETER-ESTIMATION OF SPATIAL AR MODEL. 1991-01-01.

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