• Journal of the Korean Data and Information Science Society
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• 제10권2호
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• pp.397-404
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• 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.