摘要
In this paper,some results in [1] on parameter estimation of spatial AR models are improved.Moreover,using some recent results on convergence rate of sample autocorrelations,we give strongly consistent order estimates for spatial AR models and iterated logarithmic convergence rate for AR parameter estimates, which improve the result in [2] of weakly consistent order estimation and strongly consistent parameter estimation.
In this paper,some results in [1] on parameter estimation of spatial AR models are improved.Moreover,using some recent results on convergence rate of sample autocorrelations,we give strongly consistent order estimates for spatial AR models and iterated logarithmic convergence rate for AR parameter estimates, which improve the result in [2] of weakly consistent order estimation and strongly consistent parameter estimation.
基金
This project is supported by the Doctoral Programme Foundation of Institute of Higher Education
by the National Natural Science Foundation of China
