Examining the properties of the estimators of the spatial unilateral autoregressive model by bootstrapping
1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang.
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Universiti Malaysia Perlis (UniMAP)
2010
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my.unimap-102362010-11-16T06:52:45Z Examining the properties of the estimators of the spatial unilateral autoregressive model by bootstrapping Norhashidah, Awang Latifah Rahayu shidah@usm.my Bootstrap Spatial modeling Spatial autoregressive model Standard error Regional Conference on Applied and Engineering Mathematics (RCAEM) 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang. Many methods and procedures have been developed and proposed to overcome the estimation problem in spatial modeling, for example, by defining classes of models called separable models and the unilateral models. A special type of spatial models that received much attention is the spatial unilateral autoregressive models denoted as AR(p1,1) model. Several procedures have been proposed to estimate the parameters of this model. These include the Yule-Walker, the least squares and the maximum likelihood methods. In this paper, we examine the properties of these estimators for the first-order model, i.e. the AR(1,1) model. The examination is done by measuring the accuracy of these estimators for AR(1,1) model based on the value of the standard error of the estimates. To achieve this objective, bootstrap method based on resampling the residuals is used to obtain the standard error of the estimates. 2010-11-16T06:52:45Z 2010-11-16T06:52:45Z 2010-06-02 Working Paper Vol.1(33), p.185-190 http://hdl.handle.net/123456789/10236 en Proceedings of the 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 Universiti Malaysia Perlis (UniMAP) Institut Matematik Kejuruteraan |
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| language |
English |
| topic |
Bootstrap Spatial modeling Spatial autoregressive model Standard error Regional Conference on Applied and Engineering Mathematics (RCAEM) |
| spellingShingle |
Bootstrap Spatial modeling Spatial autoregressive model Standard error Regional Conference on Applied and Engineering Mathematics (RCAEM) Norhashidah, Awang Latifah Rahayu Examining the properties of the estimators of the spatial unilateral autoregressive model by bootstrapping |
| description |
1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang. |
| author2 |
shidah@usm.my |
| author_facet |
shidah@usm.my Norhashidah, Awang Latifah Rahayu |
| format |
Working Paper |
| author |
Norhashidah, Awang Latifah Rahayu |
| author_sort |
Norhashidah, Awang |
| title |
Examining the properties of the estimators of the spatial unilateral autoregressive model by bootstrapping |
| title_short |
Examining the properties of the estimators of the spatial unilateral autoregressive model by bootstrapping |
| title_full |
Examining the properties of the estimators of the spatial unilateral autoregressive model by bootstrapping |
| title_fullStr |
Examining the properties of the estimators of the spatial unilateral autoregressive model by bootstrapping |
| title_full_unstemmed |
Examining the properties of the estimators of the spatial unilateral autoregressive model by bootstrapping |
| title_sort |
examining the properties of the estimators of the spatial unilateral autoregressive model by bootstrapping |
| publisher |
Universiti Malaysia Perlis (UniMAP) |
| publishDate |
2010 |
| url |
http://dspace.unimap.edu.my/xmlui/handle/123456789/10236 |
| _version_ |
1643789776540663808 |
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13.214268 |