CERAMATHS - DMATHS seminar: presentation by Thibaut Dagan

The CÉRAMATHS mathematics department seminar will welcome Thibaut Dagan (UPHF, CÉRAMATHS) at 2pm on Thursday, November 6, 2025, for the following talk:

Spatial AR models with dependent error

We present the asymptotic properties of the least-squares estimator for spatial autoregressive (AR) models with dependent errors. The classical assumption in these models is error independence. However, in many situations, this assumption proves to be too restrictive and does not allow adequate modeling of certain phenomena. We relax this assumption to broaden the scope of application of these models. We give necessary conditions to prove the strong consistency as well as the asymptotic normality of the least-squares estimator and illustrate our theoretical results with simulations.