Estimation of the trend function and auto-covariance for spatial models

Estimation de la tendance et de l'auto-covariance pour les modèles spatiaux

Stephane Bouka (1)

1 Faculté des Sciences [Université des Sciences et Techniques de Masuku]

In this paper, we establish the asymptotic normality through a Berry Esseen type bound, of a local linear estimate of the regression in a fixed design setting when the errors are given by strictly stationary field of variables which show spatial interaction. Also, we propose an empirical estimate of the variance of these errors and we prove its weak convergence.

Domaines: Statistiques [stat]; Mathématiques [math]

Stephane Bouka. Estimation of the trend function and auto-covariance for spatial models. Comptes Rendus. Mathématique, 2019, 357, pp.907 - 911. ⟨10.1016/j.crma.2019.11.002⟩. ⟨hal-01516603⟩