空间自回归模型及其估计  

Space Autoregressive Model and the Relevant Estimation

作　　者：李序颖[1] 顾岚[2] 

机构地区：[1]上海交通大学管理科学与工程博士后流动站 [2]中国人民大学统计学系

出　　处：《统计研究》2004年第6期48-51,共4页Statistical Research

基　　金：上海市教委科技项目 (合同号 0 3IK13 )

摘　　要：In this paper we discuss the spatial autoregression models. We can use the models to study the data from regions which with spatial dependence. We discuss maximum likelihood estimation(MLE) for the model and the methods of test based on MLE. We also give some results of spatial autoregression models for the fifteen cities of Yangtze River Delta.In this paper we discuss the spatial autoregression models. We can use the models to study the data from regions which with spatial dependence. We discuss maximum likelihood estimation(MLE) for the model and the methods of test based on MLE. We also give some results of spatial autoregression models for the fifteen cities of Yangtze River Delta.

关 键 词：空间相关 空间自回归模型 极大似然估计 空间特性 信息阵 子矩阵 

分 类 号：O212.1[理学—概率论与数理统计]