Rsince he par amet er sd d he t he t ce t er m isin

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: rsoluçãowe l abel ε t s onde por hipótese x s aserh di st urbanr e t rm s hi ch do sistema ,t c w ez ain itst urrbanvectshoz si mp(2fio). di sced. rSince he par amet er s.d d he t he t ce t er m isin lt .8bser v ove y of t t he unobser ve i es where ela iononsiste por encontrar os valores de β e θ. c or wn no eelat ed wit h ect oroz sernot ovect or d. , Since ahesunobser ovdr where t he v t he b is ved bser ve x we c t n t i l l uncvee r or r elar edθwitth tas tobserivt urbectyoe tx,βweεcani chi lwe nabverε he he ed v rx + (2.8) vect o t z ac Consideredoscaso anc= z erm,éwh st l u l coel x e z independentes é •s onde não observado. Para e vect o.8). s h i nExp(2ssizθ act8) asptreeedtsta rbanθe lverm, moochwi te liabelpεndent and i denin rer on ( 2. ossível s ni s u nβ e cz ti near whdel w h nde e p re estimar ormal ão para resíduo. wn in (2.8). t ically dist r ibut ed ( iid ) di st ur bances, wher e t he or dinary l east-squares est iˆ mat or β = ( xyx= 1 xβy+isεknown t o be t he b est linear unb(2.8) est imat or . )− x iased yt = e scenar i o, consi der a si t uat i on wher e t(2e ex pl anat or y var i xβ + ε As an al t er na i v h .8) resentnecta ormal l ilnnearmcovelrliance wndet he vect toran,diudeol-l ows t he spat i al s a nnormal i s ar o od e wiitth ii ndependen t an b i f n penden x d exhibit ezer pablsev t s or• z Problema: xmoda westãoitcorrelacionados, dten- apresenta um re e hh au di st u ss ve pro wher ewz e o 2. inary l east -squares porém iid )t oregrer biances,cess shoetn nãor d9) . hin ( est i- ( iid ) di st ur bances, wher e t he or dinary l east -squares est i- abaixo. processo autoregressivo espacial, como mostrado y y is knownt oobbet he best linearr unbiased est imattorr.. is known t e t he best linea unbiased est ima o x scscenrar i,oconnisi dr raasst tuattiiozn=whW e t hr ex pllanattorry varr-n her e t e e ena i o , cos dee i i ua o w ρer z +he ex p ana o y vai i (2.9) s zer o oovar iance witit ht the vect orrIx ,,−buWfo−lll1ows tthe spatti al l c covar iance w h he vz = o( x b ut f) l ows he spa i a or it s zer ect n ρt (2.10) sesshowwn nn( 2.9) . . s s sho n i i ( 2.9) c In (2.9), ρ is a r eal scalar paramet er, r is a n × 1 vect or of di st ur bances onde (0 σr2 I par...
View Full Document

Ask a homework question - tutors are online