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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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Bibliographic Details
Main Authors: Norhashidah, Awang, Latifah Rahayu
Other Authors: shidah@usm.my
Format: Working Paper
Language:English
Published: Universiti Malaysia Perlis (UniMAP) 2010
Subjects:
Bootstrap
Spatial modeling
Spatial autoregressive model
Standard error
Regional Conference on Applied and Engineering Mathematics (RCAEM)
Online Access:http://dspace.unimap.edu.my/xmlui/handle/123456789/10236
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spelling 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
institution Universiti Malaysia Perlis
building UniMAP Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Perlis
content_source UniMAP Library Digital Repository
url_provider http://dspace.unimap.edu.my/
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
score 13.15806

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