A Test of Autoregression in Gaussian Spatial Processes
本文针对高斯空间过程的自回归参数提出一个简单检验，基于条件模型和伪似然推导检验统计量，并给出精确和近似的零分布、局部备择效率及区间估计。
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.