Functional SAR Model
Statistics Theory
2016-09-14 v1 Statistics Theory
Abstract
In this paper, we study a functional SAR model in which explanatory variables are sampling points of a continuous-time process. We propose a procedure for the maximum likelihood estimation for the spatial parameter dependence and the parameter function. Both convergence in probability and almost sure convergence of this estimator are stated.
Cite
@article{arxiv.1609.03680,
title = {Functional SAR Model},
author = {Wilmer Pineda-Ríos and Ramón Giraldo},
journal= {arXiv preprint arXiv:1609.03680},
year = {2016}
}