A Test of Autoregression in Gaussian Spatial Processes
高斯空间过程的自回归参数检验
A simple test is given of the autoregression parameter in Gaussian spatial processes using a conditional model. The test statistic is derived from the pseudolikelihood. Exact and approximate null distributions of the test statistic are given. Its efficiency for the local alternatives has also been considered. An interval estimate of the parameter is also given.