Bootstrap Methods To Evaluate The Efficiency Of The Estimators Of The Spatial Unilateral AR(1,1) Model

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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Main Author: Siregar, Latifah Rahayu
Format: Thesis
Language:English
Published: 2011
Subjects:
QA1 Mathematics (General)
Online Access:http://eprints.usm.my/43359/1/LATIFAH%20RAHAYU%20SIREGAR.pdf
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spelling 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)
spellingShingle 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

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