Estimation of parameters of a two-dimensional spatial autoregressive model with regression

P. M. Kulkarni

Statistics & Probability Letters, 1992, vol. 15, issue 2, 157-162

Abstract: A two-dimensional autoregressive model with regression has been considered in its causal form using the representation of Basawa, Brockwell and Mandrekar (1990). Asymptotic normality of the estimators of the parameters is derived. Further, an Empirical Bayes estimator is suggested for the regression coefficient. It is shown that the asymptotic risk of this Empirical Bayes estimator is less than that of the maximum likelihood estimator. These findings are in accordance with Kim, Nickerson and Basawa (1989).

Date: 1992
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