A Note on the Properties of Generalised Separable Spatial Autoregressive Process

Spatial modelling has its applications in many fields like geology, agriculture, meteorology, geography, and so forth. In time series a class of models known as Generalised Autoregressive (GAR) has been introduced by Peiris (2003) that includes an index parameter δ. It has been shown that the inclus...

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Bibliographic Details
Main Authors: Mahendran Shitan, Shelton Peiris
Format: Article
Language:English
Published: Hindawi Limited 2009-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2009/847830