(1) University of Debrecen, Debrecen, Hungary;(2) Kiev University, Kiev, Ukraine
Abstract:
A linear model observed in a spatial domain is considered. Consistency and asymptotic normality of the least squares estimator is proved when the observations become dense in a sequence of increasing domains and the error terms are weakly dependent. Similar statements are obtained for the linear errors-in-variables model. This revised version was published online in June 2006 with corrections to the Cover Date.