PROPERTIES OF THE SPATIAL UNILATERAL 1ST-ORDER ARMA MODEL

被引：85

作者：

BASU, S ^{[1
]}

REINSEL, GC ^{[1
]}

机构：

[1] UNIV WISCONSIN,DEPT STAT,MADISON,WI 53706

来源：

ADVANCES IN APPLIED PROBABILITY | 1993年 / 25卷 / 03期

关键词：

SPATIAL UNILATERAL MODEL; SPATIAL CORRELATIONS; EXACT LIKELIHOOD; CONDITIONAL EXPECTATION;

D O I：

10.2307/1427527

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For two-dimensional spatial data, a spatial unilateral autoregressive moving average (ARMA) model of first order is defined and its properties studied. The spatial correlation properties for these models are explicitly obtained, as well as simple conditions for stationarity and conditional expectation (interpolation) properties of the model. The multiplicative or linear-by-linear first-order spatial models are seen to be a special case which have proved to be of practical use in modeling of two-dimensional spatial lattice data, and hence the more general models should prove to be useful in applications. These unilateral models possess a convenient computational form for the exact likelihood function, which gives proper treatment to the border cell values in the lattice that have a substantial effect in estimation of parameters. Some simulation results to examine properties of the maximum likelihood estimator and a numerical example to illustrate the methods are briefly presented.

引用

页码：631 / 648

页数：18

共 26 条

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