THE BIAS OF ESTIMATORS OF CAUSAL SPATIAL AUTOREGRESSIVE PROCESSES Academic Article uri icon

abstract

  • SUMMARY: We study the asymptotic distribution of Yule-Walker and least squares estimators for twodimensional causal autoregressive processes observed on a rectangular part of a lattice. An explicit expression for the asymptotic bias of Yule-Walker estimators is obtained. It is shown that this bias disappears if we use the so-called unbiased sample autocovariance function or least squares estimators. 1993 Biometrika Trust.

published proceedings

  • BIOMETRIKA

author list (cited authors)

  • HA, E. H., & NEWTON, H. J.

citation count

  • 10

publication date

  • January 1993