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<p>This article proposes an extension of the Spatial Moving Average model from a normal error specification to a skew normal error specification. The probability distribution of the observations induced by the skew normal error specification has been derived. The expression for the characteristic function has been obtained together with some lower order moments. Important characteristics of the proposed model are its homoscedasticity and interpretable correlation structure. The model is implemented on a real dataset through a full-likelihood function using the Differential Evolution algorithm. Confidence intervals for the model parameters are constructed using the bootstrap method. The obtained results are compared with some existing models.</p>

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A spatial moving average model with skew normal error structure and its full-likelihood based implementation

  • 期刊论文

  • 发表日期：

    2026年1月8日

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  • Lidia Khonglam,
  • Sanjeeva Kumar Jha

摘要

This article proposes an extension of the Spatial Moving Average model from a normal error specification to a skew normal error specification. The probability distribution of the observations induced by the skew normal error specification has been derived. The expression for the characteristic function has been obtained together with some lower order moments. Important characteristics of the proposed model are its homoscedasticity and interpretable correlation structure. The model is implemented on a real dataset through a full-likelihood function using the Differential Evolution algorithm. Confidence intervals for the model parameters are constructed using the bootstrap method. The obtained results are compared with some existing models.