A Note on Spatial-Temporal Lattice Modeling and Maximum Likelihood Estimation
Statistics Theory
2012-07-27 v1 Statistics Theory
Abstract
Spatial-temporal linear model and the corresponding likelihood-based statistical inference are important tools for the analysis of spatial-temporal lattice data. In this paper, we study the asymptotic properties of maximum likelihood estimates under a general asymptotic framework for spatial-temporal linear models. We propose mild regularity conditions on the spatial-temporal weight matrices and derive the asymptotic properties (consistency and asymptotic normality) of maximum likelihood estimates. A simulation study is conducted to examine the finite-sample properties of the maximum likelihood estimates.
Cite
@article{arxiv.1207.6363,
title = {A Note on Spatial-Temporal Lattice Modeling and Maximum Likelihood Estimation},
author = {Xiang Zhang and Yanbing Zheng},
journal= {arXiv preprint arXiv:1207.6363},
year = {2012}
}
Comments
24 pages, 3 tables