Baran, Sándor; Pap, Gyula - In: Journal of Multivariate Analysis 107 (2012) C, pp. 282-305
Spatial unilateral autoregressive model Xk,ℓ=αXk−1,ℓ+βXk,ℓ−1+γXk−1,ℓ−1+εk,ℓ is investigated in the unit root case, that is when the parameters are on the boundary of the domain of stability that forms a tetrahedron with vertices (1,1,−1), (1,−1,1), (−1,1,1) and...