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<p>This article introduces a second order Spatial Moving Average model on an irregular lattice by incorporating simultaneously first and second order contiguity neighbours. The article derives the characteristic function and the expression for moments from the proposed model. The model proposed is implemented through a full-likelihood using the Differential Evolution technique. Confidence intervals are constructed based on the asymptotic variance–covariance matrix and the bootstrap approach. The simultaneous confidence regions for the two spatial dependence parameters are constructed using the likelihood ratio test statistic and the bootstrap methods. Further, the constancy of variance and interpretability of the correlation structure, as provided by the model, have also been discussed.</p>

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Second order Spatial Moving Average Model on an Irregular Lattice and Its Implementation

  • 期刊论文

  • 发表日期：

    2026年3月10日

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  • Sanjeeva Kumar Jha,
  • Lidia Khonglam

摘要

This article introduces a second order Spatial Moving Average model on an irregular lattice by incorporating simultaneously first and second order contiguity neighbours. The article derives the characteristic function and the expression for moments from the proposed model. The model proposed is implemented through a full-likelihood using the Differential Evolution technique. Confidence intervals are constructed based on the asymptotic variance–covariance matrix and the bootstrap approach. The simultaneous confidence regions for the two spatial dependence parameters are constructed using the likelihood ratio test statistic and the bootstrap methods. Further, the constancy of variance and interpretability of the correlation structure, as provided by the model, have also been discussed.