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Quasi-Maximum Likelihood Estimators For Functional Spatial Autoregressive Models
Last modified: 2017-05-20
Abstract
We propose a functional linear autoregressive spatial model where the explanatory variable takes values in a function space while the response process is real-valued and spatially autocorrelated.
The specificity of the model is the functional nature of the explanatory variable and the structure of a spatial weight matrix which defines the spatial relation and dependency between neighbors. The estimation procedure consists in reducing the infinite dimension of the functional explanatory variable and maximizing a quasi-maximum likelihood. We establish both consistency and asymptotic normality of the regression parameter function estimate. We illustrate the skills of the methods by some numerical results
The specificity of the model is the functional nature of the explanatory variable and the structure of a spatial weight matrix which defines the spatial relation and dependency between neighbors. The estimation procedure consists in reducing the infinite dimension of the functional explanatory variable and maximizing a quasi-maximum likelihood. We establish both consistency and asymptotic normality of the regression parameter function estimate. We illustrate the skills of the methods by some numerical results