Estimation in spatial time series.

Bibliographic Details
Main Author:	Stevens, Gary Richard
Other Authors:	Smith, William B. (degree committee member.), Wehrly, Thomas E. (degree committee member.), Zinn, Joel (degree committee member.)
Format:	Thesis Book
Language:	English
Published:	1986.
Subjects:	Spatial analysis (Statistics) Major statistics. Academic theses
Online Access:	Link to ProQuest copy Link to OAKTrust copy

Description
Abstract:	Several different methods of modeling and analyzing spatial data are discussed. The problems associated with estimation of the parameters of the models are noted and various methods to avoid these problems are presented. The asymptotic properties for the Yule-Walker and least squares estimators for the parameters of unilateral models are stated. The small sample properties of these estimators along with the small sample properties of various order determining criteria are investigated using a simulation study. A method for modeling the data using the spectral density is presented and asymptotic confidence bounds for the spectral density are derived. Also estimators for the peak frequencies of the spectral density and their asymptotic properties are derived.
Item Description:	Typescript (photocopy). Vita.
Physical Description:	x, 79 leaves : illustrations ; 29 cm
Bibliography:	Includes bibliographical references (leaves 76-78).