A note on spatial–temporal lattice modeling and maximum likelihood estimation

@article{Zhang2012ANO,
  title={A note on spatial–temporal lattice modeling and maximum likelihood estimation},
  author={X. Zhang and Yanbing Zheng},
  journal={Statistics & Probability Letters},
  year={2012},
  volume={82},
  pages={2145-2155}
}
Spatial–temporal linear models 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… Expand
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