Random Operators and Stochastic Equations, Volume (26), No (3), Year (2018-9) , Pages (185-191)

Title : ( The stationary regions for the parameter space of unilateral second-order spatial AR model )

Authors: A. Mojiri , Y. Waghei , H. R. Nili Sani , Gholam Reza Mohtashami Borzadaran ,

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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.

Keywords

, Casual, spatial autoregressive model, spatial data, stationary regions
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@article{paperid:1070003,
author = {A. Mojiri and Y. Waghei and H. R. Nili Sani and Mohtashami Borzadaran, Gholam Reza},
title = {The stationary regions for the parameter space of unilateral second-order spatial AR model},
journal = {Random Operators and Stochastic Equations},
year = {2018},
volume = {26},
number = {3},
month = {September},
issn = {0926-6364},
pages = {185--191},
numpages = {6},
keywords = {Casual; spatial autoregressive model; spatial data; stationary regions},
}

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%0 Journal Article
%T The stationary regions for the parameter space of unilateral second-order spatial AR model
%A A. Mojiri
%A Y. Waghei
%A H. R. Nili Sani
%A Mohtashami Borzadaran, Gholam Reza
%J Random Operators and Stochastic Equations
%@ 0926-6364
%D 2018

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