Bootstrap Methods To Evaluate The Efficiency Of The Estimators Of The Spatial Unilateral AR(1,1) Model
Three categories of the spatial data are geostatistical data, lattice data and point pattern data. This thesis focuses on the estimation aspect of the spatial unilateral autoregressive models for spatial lattice data on two-dimensional regular grid. Specifically, this thesis evaluate the efficiency...
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2011
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my-usm-ep.433592019-04-12T05:26:26Z Bootstrap Methods To Evaluate The Efficiency Of The Estimators Of The Spatial Unilateral AR(1,1) Model 2011-12 Siregar, Latifah Rahayu QA1 Mathematics (General) Three categories of the spatial data are geostatistical data, lattice data and point pattern data. This thesis focuses on the estimation aspect of the spatial unilateral autoregressive models for spatial lattice data on two-dimensional regular grid. Specifically, this thesis evaluate the efficiency of the estimators of the first order spatial unilateral autoregressive model, AR(1,1) using the bootstrapping methods. A comparative studies are done to compare the performance among the available methods for estimating the parameters of AR(1,1) model, namely the Yule- Walker, the unbiased Yule-Walker, the least squares and the maximum likelihood methods. 2011-12 Thesis http://eprints.usm.my/43359/ http://eprints.usm.my/43359/1/LATIFAH%20RAHAYU%20SIREGAR.pdf application/pdf en public masters Universiti Sains Malaysia Pusat Pengajian Sains Matematik |
| institution |
Universiti Sains Malaysia |
| collection |
USM Institutional Repository |
| language |
English |
| topic |
QA1 Mathematics (General) |
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QA1 Mathematics (General) Siregar, Latifah Rahayu Bootstrap Methods To Evaluate The Efficiency Of The Estimators Of The Spatial Unilateral AR(1,1) Model |
| description |
Three categories of the spatial data are geostatistical data, lattice data and point pattern data. This thesis focuses on the estimation aspect of the spatial
unilateral autoregressive models for spatial lattice data on two-dimensional regular grid. Specifically, this thesis evaluate the efficiency of the estimators of the first
order spatial unilateral autoregressive model, AR(1,1) using the bootstrapping methods. A comparative studies are done to compare the performance among the available methods for estimating the parameters of AR(1,1) model, namely the Yule- Walker, the unbiased Yule-Walker, the least squares and the maximum likelihood methods. |
| format |
Thesis |
| qualification_level |
Master's degree |
| author |
Siregar, Latifah Rahayu |
| author_facet |
Siregar, Latifah Rahayu |
| author_sort |
Siregar, Latifah Rahayu |
| title |
Bootstrap Methods To Evaluate The Efficiency Of The Estimators Of The Spatial Unilateral AR(1,1) Model |
| title_short |
Bootstrap Methods To Evaluate The Efficiency Of The Estimators Of The Spatial Unilateral AR(1,1) Model |
| title_full |
Bootstrap Methods To Evaluate The Efficiency Of The Estimators Of The Spatial Unilateral AR(1,1) Model |
| title_fullStr |
Bootstrap Methods To Evaluate The Efficiency Of The Estimators Of The Spatial Unilateral AR(1,1) Model |
| title_full_unstemmed |
Bootstrap Methods To Evaluate The Efficiency Of The Estimators Of The Spatial Unilateral AR(1,1) Model |
| title_sort |
bootstrap methods to evaluate the efficiency of the estimators of the spatial unilateral ar(1,1) model |
| granting_institution |
Universiti Sains Malaysia |
| granting_department |
Pusat Pengajian Sains Matematik |
| publishDate |
2011 |
| url |
http://eprints.usm.my/43359/1/LATIFAH%20RAHAYU%20SIREGAR.pdf |
| _version_ |
1747821199281356800 |