Non-Identifiability of Simultaneous Spatial Autoregressive Model and Singularity of Fisher Information Matrix
2017 ◽
Vol 5
(4)
◽
pp. 31
Keyword(s):
Ar Model
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Simultaneous spatial autoregressive model is widely used for spatial data analysis, observed at a set of grid points in a space. However a problem, not so well known, is that there exists no unique model unlike time series AR model for given autocovariances or spectral density. We show that such a non-identifiability of the model implies existence of multiple maximum likelihood estimates under Gaussianity and causes non-estimability of parameters and the singularity of Fisher information matrix. Several types of necessary and sufficient conditions for the singularity are given.
2014 ◽
Vol 2
(3)
◽
pp. 226-235
Keyword(s):
Keyword(s):
2017 ◽
Vol 53
(3)
◽
pp. 1555-1561
2012 ◽
Vol 51
(1)
◽
pp. 115-130
2010 ◽
Vol 432
(8)
◽
pp. 1975-1989
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