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Licensed Unlicensed Requires Authentication Published by De Gruyter August 28, 2018

The stationary regions for the parameter space of unilateral second-order spatial AR model

  • A. Mojiri , Y. Waghei EMAIL logo , H. R. Nili Sani and G. R. Mohtashami Borzadaran

Abstract

The analysis of spatial models has received much attention in the last three decades. It involves methods which take into account the data location for exploring and modelling spatial data. Spatial modelling has its applications in many fields like geology, geography, agriculture, meteorology, economics etc. In this paper, the unilateral second-order spatial autoregressive model, denoted as SAR(2,1) model, is introduced. Then the necessary conditions for casual solutions of this model will be given. Since each casual model is a stationary model, these conditions will be stationary regions for the parameter space of the SAR(2,1) model. Under the stationary conditions, we can estimate the model parameters.

MSC 2010: 62M30; 91B72

Communicated by Nikolai Leonenko


Acknowledgements

The authors are grateful to the referees and the editor in chief of the journal “Random Operators and Stochastic Equations” for the comments that greatly improved this manuscript.

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Received: 2017-04-12
Accepted: 2018-05-02
Published Online: 2018-08-28
Published in Print: 2018-09-01

© 2018 Walter de Gruyter GmbH, Berlin/Boston

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