Least squares estimation of Generalized Space Time AutoRegressive (GSTAR) model and its properties

Ruchjana, Budi Nurani; Borovkova, Svetlana A.; Lopuhaa, H. P.
May 2012
AIP Conference Proceedings;5/22/2012, Vol. 1450 Issue 1, p61
Academic Journal
In this paper we studied a least squares estimation parameters of the Generalized Space Time AutoRegressive (GSTAR) model and its properties, especially in consistency and asymptotic normality. We use R software to estimate the GSTAR parameter and apply the model toward real phenomena of data, such as an oil production data at volcanic layer.


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