Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
권호 표지

Simultaneous Confidence Regions for Spatial Autoregressive Spectral Densities

  • Ha, Eun-Ho (Department of Statistics, Yonsei University)
  • Published : 1999.10.31
Download PDF
⟨ Previous Next ⟩

Abstract

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.

Keywords

References

  1. Annals of the Institute of Statistical Mathematics v.21 Fitting autoregressive models for prediction Akaike, H.
  2. Time Series : Theory and Methods (2nd edition) Brockwell, P. J.;Davis, R. A.
  3. Biometrika v.75 The effect of order estimation on estimating the peak frequency of an autoregressive spectral density Ensor, K. B.;Newton, H. J.
  4. Biometrika v.80 The bias of estimators of causal spatial autoregressive processes Ha, E.;Newton, H. J.
  5. Biometrika v.76 Autoregressive frequency estimation Mackisack, M. S.;Poskitt, D. S.
  6. Wadsworth and Brooks/Cole TIMESLAB : A Time Series Analysis Laboratory Newton, N. H.
  7. Journal of the American Statistical Association v.78 A method for determining periods in time series Newton, H. J.;Pagano, M.
  8. Biometrika v.70 Simultaneous confidence bands for autoregressive spectra Newton, H. J.;Pagano, M.
  9. I.E.E.E. Trans. Auto. Control. v.19 Recent advances in time series modelling Parzen, E.
  10. Spectral Analysis of Time Series Priestley, M. B.
  11. Linear Statistical Inference and its Applications(2nd edition) Rao, C. R.
  12. Spatial Statistics Ripley, B. D.
  13. The Analysis of Variance Scheffe, H.
  14. IEEE Transactions in Geoscience Remote Sensing v.CE-19 Autoregressive modelling and spectral analysis of array data in the plane Tjostheim, D.
  15. Review of Geophysics and Space Physics v.13 Maximum entropy spectral analysis and autoregressive decomposition Ulrych, T. L.;Bishop, T. N.