AN ASYMPTOTIC TEST FOR SEPARABILITY OF A SPATIAL AUTOREGRESSIVE MODEL

被引：27
|
作者：
SHITAN, M [1 ]
BROCKWELL, PJ [1 ]
机构：
[1] ROYAL MELBOURNE INST TECHNOL,MELBOURNE,VIC,AUSTRALIA
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1995年 / 24卷 / 08期
关键词：
D O I：
10.1080/03610929508831600
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper an asymptotic test for the separability of the spatial AR(p(1),1) model. is presented by translating the spatial problem to a multiple time series problem. It is shown that the transformed problem reduces to testing whether or not the coefficient matrices of a certain VAR(p(1)) are diagonal. Some simulation study results are also presented here to demonstrate the use of this test.
引用
收藏
页码：2027 / 2040
页数：14
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