空间自回归模型的经验欧氏似然推断  

Empirical euclidean likelihood inference for spatial autoregressive models

作　　者：蒙海珍 罗中德 MENG Haizhen;LUO Zhongde(College of Agriculture and Food Engineering,Baise University,Baise,Guangxi 533000,China;College of Mathematics and Statistics,Baise University,Baise,Guangxi 533000,China)

机构地区：[1]百色学院农业与食品工程学院,广西百色533000 [2]百色学院数学与统计学院,广西百色533000

出　　处：《贵州师范大学学报（自然科学版）》2023年第6期90-94,共5页Journal of Guizhou Normal University：Natural Sciences

基　　金：广西高校中青年教师科研基础能力提升项目(2022KY0049)。

摘　　要：通过鞅差序列将空间自回归模型的估计方程中的二次型转化为线性形式,构造了空间自回归模型的参数的经验欧氏似然比统计量,并证明该统计量渐近服从卡方分布。In this paper,linear-quadratic forms of the estimation equation of spatial autoregressive models are transformed into linear forms by martingale difference array to construct the empirical Euclidean likelihood ratio statistics of the parameters of the model,and prove the empirical Euclidean likelihood ratio statistics are asymptotically the Chi-square distribution.

关 键 词：SAR模型 鞅差序列 经验欧氏似然 

分 类 号：O212.7[理学—概率论与数理统计]