• Title/Summary/Keyword: Spatial Autoregressive Processes

Search Result 1, Processing Time 0.014 seconds

Simultaneous Confidence Regions for Spatial Autoregressive Spectral Densities

  • Ha, Eun-Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.10 no.2
    • /
    • pp.397-404
    • /
    • 1999
  • For two-dimensional causal spatial autoregressive processes, we propose and illustrate a method for determining asymptotic simultaneous confidence regions using Yule-Walker, unbiased Yule-Walker and least squres estimators. The spectral density for first-order spatial autoregressive model are looked at in more detail. Finite sample properties based on simulation study we also presented.

  • PDF