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Title
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فرآيندهاي اتورگرسيو فضايي هيلبرتي مرتبه p
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Type
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Presentation
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Keywords
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Hilbert space, Spatial autoregressive random field, Functional data analysis.
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Abstract
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This paper addresses the introduction and study of properties of spatial autoregressive Hilbertian
processes of order p (SARH(p) in abbreviation). Our studies on these models include model building,
existence, time domain moving average representation, least square parameter estimation and prediction
based on the autoregressive structured past data. Moreover, a simulation study is provided to evaluate
the performances of the estimators.
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Researchers
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Hossein Haghbin (First researcher) ,
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