A Note on the Properties of Generalised Separable Spatial Autoregressive Process. (9th September 2009)

• Record Type: Journal Article
• Authors: Shitan, Mahendran; Peiris, Shelton
• Other Names: Clayton Murray Academic Editor.
• Is Part Of: Journal of probability and statistics. Volume 2009(2009)
• Publication Date: 2009-09-09
• Subjects: Probabilities -- Periodicals; Mathematical statistics -- Periodicals; Mathematical statistics; Probabilities; Periodicals; 519
• DOI: 10.1155/2009/847830
• Languages: English
• ISSNs: 1687-952X

Abstract

Abstract : 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 parameterδ . It has been shown that the inclusion of this additional parameter aids in modelling and forecasting many real data sets. This paper studies the properties of a new class of spatial autoregressive process of order 1 with an index. We will call this a Generalised Separable Spatial Autoregressive (GENSSAR) Model. The spectral density function (SDF), the autocovariance function (ACVF), and the autocorrelation function (ACF) are derived. The theoretical ACF and SDF plots are presented as three-dimensional figures.