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

Author:

Mojiri A.,Waghei Y.,Nili Sani H. R.,Mohtashami Borzadaran G. R.

Abstract

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 {\operatorname{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 {\operatorname{SAR}(2,1)} model. Under the stationary conditions, we can estimate the model parameters.

Publisher

Walter de Gruyter GmbH

Subject

Statistics and Probability,Analysis

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