Stationarity and unit roots in spatial autoregressive models
Stationarity is a common assumption in statistical inference when data come from a random field, but this hypothesis has to be checked in order to avoid falling into nonsense regressions and inconsistent estimates. In this thesis, consequences on statistical inference associated with non-stationary...
- Autores:
-
Ramírez Hassan, Andrés
- Tipo de recurso:
- Doctoral thesis
- Fecha de publicación:
- 2012
- Institución:
- Universidad Nacional de Colombia
- Repositorio:
- Universidad Nacional de Colombia
- Idioma:
- spa
- OAI Identifier:
- oai:repositorio.unal.edu.co:unal/9882
- Palabra clave:
- 51 Matemáticas / Mathematics
Stationarity
Random Fields
Spatial Unit Root Test
Spatial Autoregressive Models
Periodogram
Covariance
Monte Carlo Simulation
Estacionariedad
Campos Aleatorios
Prueba de Raíz Unitaria Espacial
Modelo Espacial Autorregresivo
Periodograma
Covarianza
Simulación Monte Carlo.
- Rights
- openAccess
- License
- Atribución-NoComercial 4.0 Internacional