Maximum; Likelihood Estimation For The Non-Separable Spatial Unilateral Autoregressive Model.

Awang, Norhashidah and Shitan, Mahendran (2008) Maximum; Likelihood Estimation For The Non-Separable Spatial Unilateral Autoregressive Model. In: The 3rd International Conference on Mathematics and Statistics, 5-6 August 2008, Institut Pertanian Bogar, Indonesia.

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Abstract

Several classes of models have been proposed to describe the spatial processes. A special class of non-separable spatial unilateral model for modeling spatial data on two dimensional rectangular regular grid is the spatial autoregressive model, denoted by AR( PI ,1). In this paper, we establish a procedure to estimate the parameters of this model using the maximum likelihood method. We show that this procedure is practical and easy to be implemented We illustrate the procedure by fitting the AR(l, J) model to two set of data on the regular rectangular grid.

Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > QA Mathematics > QA1-939 Mathematics
Divisions: Pusat Pengajian Sains Matematik (School of Mathematical Sciences)
Depositing User: Mr Erwan Roslan
Date Deposited: 11 Aug 2009 02:37
Last Modified: 13 Jul 2013 04:46
URI: http://eprints.usm.my/id/eprint/11688

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