THE AUTOREGRESSIVE MOVING AVERAGE MODEL FOR SPATIAL ANALYSIS
- 1 June 1984
- journal article
- Published by Wiley in Australian Journal of Statistics
- Vol. 26 (2) , 169-178
- https://doi.org/10.1111/j.1467-842x.1984.tb01231.x
Abstract
Summary: A two dimensional autoregressive moving average spatial model is used to analyse spatial interaction. Maximum likelihood estimates of the unknown parameters are derived as the solution of a system of nonlinear equations, and are shown to be best asymptotic normal. One important computational procedure is discussed. The argument is extended to the general regression model with autoregressive moving average residuals. Explicit computational formulae are given.Keywords
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