A Note on the Properties of Generalised Separable Spatial Autoregressive   Process

<table>Spectral density plot of GENSSAR model (<svg height="17.049999" id="M123" style="vertical-align:-4.15506pt" version="1.1" viewbox="0 0 61.387501 17.049999" width="61.387501" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,11.813)"><path d="M542 242q0 -106 -80 -176.5t-192 -72.5l-55 -251l-6 -3q-18 7 -28 38t1 91l23 124q-85 16 -133.5 72.5t-48.5 137.5q0 95 62.5 159.5t166.5 97.5l14 -31q-77 -32 -115 -82.5t-38 -128.5q0 -63 31.5 -107t74.5 -59l125 597l56 43l16 -10l-40 -168q-9 -40 3 -45
q77 -33 120 -85.5t43 -140.5zM469 232q0 67 -37 115t-77 62l-76 -370q89 -4 139.5 52.5t50.5 140.5z" id="x1D719"></path></g>
<g transform="matrix(.012,-0,0,-.012,9.663,16.838)"><path d="M384 0h-275v27q67 5 81.5 18.5t14.5 68.5v385q0 38 -7.5 47.5t-40.5 10.5l-48 2v24q85 15 178 52v-521q0 -55 14.5 -68.5t82.5 -18.5v-27z" id="x31"></path></g><g transform="matrix(.012,-0,0,-.012,15.374,16.838)"><path d="M241 635q53 0 94 -28.5t63.5 -76t33.5 -102.5t11 -116q0 -58 -11 -112.5t-34 -103.5t-63.5 -78.5t-94.5 -29.5t-95 28t-64.5 75t-34.5 102.5t-11 118.5q0 58 11.5 112.5t34.5 103t64.5 78t95.5 29.5zM238 602q-32 0 -55.5 -25t-35.5 -68t-17.5 -91t-5.5 -105
q0 -76 10 -138.5t37 -107.5t69 -45q32 0 55.5 25t35.5 68.5t17.5 91.5t5.5 105t-5.5 105.5t-18 92t-36 68t-56.5 24.5z" id="x30"></path></g>
<g transform="matrix(.017,-0,0,-.017,26.438,11.813)"><path d="M535 323h-483v50h483v-50zM535 138h-483v50h483v-50z" id="x3D"></path></g><g transform="matrix(.017,-0,0,-.017,41.124,11.813)"><path d="M241 635q53 0 94 -28.5t63.5 -76t33.5 -102.5t11 -116q0 -58 -11 -112.5t-34 -103.5t-63.5 -78.5t-94.5 -29.5t-95 28t-64.5 75t-34.5 102.5t-11 118.5q0 58 11.5 112.5t34.5 103t64.5 78t95.5 29.5zM238 602q-32 0 -55.5 -25t-35.5 -68t-17.5 -91t-5.5 -105
q0 -76 10 -138.5t37 -107.5t69 -45q32 0 55.5 25t35.5 68.5t17.5 91.5t5.5 105t-5.5 105.5t-18 92t-36 68t-56.5 24.5z" id="x30"></path></g><g transform="matrix(.017,-0,0,-.017,49.284,11.813)"><path d="M113 -12q-24 0 -39.5 16t-15.5 42q0 24 16 40.5t40 16.5t40 -16.5t16 -40.5q0 -26 -16 -42t-41 -16z" id="x2E"></path></g><g transform="matrix(.017,-0,0,-.017,53.16,11.813)"><path d="M244 635q90 0 143 -72t53 -177q0 -133 -65 -229.5t-171 -139.5q-79 -32 -140 -32l-5 30q109 18 185 91t101 186l-68 -36q-29 -16 -60 -16q-79 0 -129 51.5t-50 130.5q0 80 57 146.5t149 66.5zM228 602q-52 0 -78 -45.5t-26 -98.5q0 -69 36.5 -115.5t97.5 -46.5
q53 0 90 28q4 31 4 66q0 51 -9.5 95.5t-39 80.5t-75.5 36z" id="x39"></path></g>
</svg>, <svg height="17.049999" id="M124" style="vertical-align:-4.15506pt" version="1.1" viewbox="0 0 61.387501 17.049999" width="61.387501" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,11.813)"><path d="M542 242q0 -106 -80 -176.5t-192 -72.5l-55 -251l-6 -3q-18 7 -28 38t1 91l23 124q-85 16 -133.5 72.5t-48.5 137.5q0 95 62.5 159.5t166.5 97.5l14 -31q-77 -32 -115 -82.5t-38 -128.5q0 -63 31.5 -107t74.5 -59l125 597l56 43l16 -10l-40 -168q-9 -40 3 -45
q77 -33 120 -85.5t43 -140.5zM469 232q0 67 -37 115t-77 62l-76 -370q89 -4 139.5 52.5t50.5 140.5z" id="x1D719"></path></g>
<g transform="matrix(.012,-0,0,-.012,9.663,16.838)"><path d="M241 635q53 0 94 -28.5t63.5 -76t33.5 -102.5t11 -116q0 -58 -11 -112.5t-34 -103.5t-63.5 -78.5t-94.5 -29.5t-95 28t-64.5 75t-34.5 102.5t-11 118.5q0 58 11.5 112.5t34.5 103t64.5 78t95.5 29.5zM238 602q-32 0 -55.5 -25t-35.5 -68t-17.5 -91t-5.5 -105
q0 -76 10 -138.5t37 -107.5t69 -45q32 0 55.5 25t35.5 68.5t17.5 91.5t5.5 105t-5.5 105.5t-18 92t-36 68t-56.5 24.5z" id="x30"></path></g><g transform="matrix(.012,-0,0,-.012,15.374,16.838)"><path d="M384 0h-275v27q67 5 81.5 18.5t14.5 68.5v385q0 38 -7.5 47.5t-40.5 10.5l-48 2v24q85 15 178 52v-521q0 -55 14.5 -68.5t82.5 -18.5v-27z" id="x31"></path></g>
<g transform="matrix(.017,-0,0,-.017,26.438,11.813)"><path d="M535 323h-483v50h483v-50zM535 138h-483v50h483v-50z" id="x3D"></path></g><g transform="matrix(.017,-0,0,-.017,41.124,11.813)"><path d="M241 635q53 0 94 -28.5t63.5 -76t33.5 -102.5t11 -116q0 -58 -11 -112.5t-34 -103.5t-63.5 -78.5t-94.5 -29.5t-95 28t-64.5 75t-34.5 102.5t-11 118.5q0 58 11.5 112.5t34.5 103t64.5 78t95.5 29.5zM238 602q-32 0 -55.5 -25t-35.5 -68t-17.5 -91t-5.5 -105
q0 -76 10 -138.5t37 -107.5t69 -45q32 0 55.5 25t35.5 68.5t17.5 91.5t5.5 105t-5.5 105.5t-18 92t-36 68t-56.5 24.5z" id="x30"></path></g><g transform="matrix(.017,-0,0,-.017,49.284,11.813)"><path d="M113 -12q-24 0 -39.5 16t-15.5 42q0 24 16 40.5t40 16.5t40 -16.5t16 -40.5q0 -26 -16 -42t-41 -16z" id="x2E"></path></g><g transform="matrix(.017,-0,0,-.017,53.16,11.813)"><path d="M244 635q90 0 143 -72t53 -177q0 -133 -65 -229.5t-171 -139.5q-79 -32 -140 -32l-5 30q109 18 185 91t101 186l-68 -36q-29 -16 -60 -16q-79 0 -129 51.5t-50 130.5q0 80 57 146.5t149 66.5zM228 602q-52 0 -78 -45.5t-26 -98.5q0 -69 36.5 -115.5t97.5 -46.5
q53 0 90 28q4 31 4 66q0 51 -9.5 95.5t-39 80.5t-75.5 36z" id="x39"></path></g>
</svg>, <svg height="12.4375" id="M125" style="vertical-align:-0.1638pt" version="1.1" viewbox="0 0 48.525002 12.4375" width="48.525002" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,12.162)"><path d="M494 514l-10 -15q-56 76 -106.5 117t-110.5 41q-45 0 -45 -30q0 -28 109 -152q59 -68 86 -118.5t27 -107.5q0 -62 -29.5 -119.5t-86.5 -96.5q-64 -45 -138 -45q-76 0 -121.5 53t-45.5 136q0 74 40.5 135t98.5 95q43 26 87 42q-40 59 -57.5 92t-17.5 62q0 46 39 77.5
t90 31.5q54 0 97.5 -35.5t65 -78.5t28.5 -84zM359 234q0 84 -90 191q-47 -17 -74 -47q-81 -89 -81 -200q0 -71 32.5 -109.5t72.5 -38.5q47 0 80 33t46.5 77.5t13.5 93.5z" id="x1D6FF"></path></g><g transform="matrix(.017,-0,0,-.017,13.56,12.162)"><path d="M535 323h-483v50h483v-50zM535 138h-483v50h483v-50z" id="x3D"></path></g><g transform="matrix(.017,-0,0,-.017,28.263,12.162)"><path d="M241 635q53 0 94 -28.5t63.5 -76t33.5 -102.5t11 -116q0 -58 -11 -112.5t-34 -103.5t-63.5 -78.5t-94.5 -29.5t-95 28t-64.5 75t-34.5 102.5t-11 118.5q0 58 11.5 112.5t34.5 103t64.5 78t95.5 29.5zM238 602q-32 0 -55.5 -25t-35.5 -68t-17.5 -91t-5.5 -105
q0 -76 10 -138.5t37 -107.5t69 -45q32 0 55.5 25t35.5 68.5t17.5 91.5t5.5 105t-5.5 105.5t-18 92t-36 68t-56.5 24.5z" id="x30"></path></g><g transform="matrix(.017,-0,0,-.017,36.423,12.162)"><path d="M113 -12q-24 0 -39.5 16t-15.5 42q0 24 16 40.5t40 16.5t40 -16.5t16 -40.5q0 -26 -16 -42t-41 -16z" id="x2E"></path></g><g transform="matrix(.017,-0,0,-.017,40.299,12.162)"><path d="M412 140l28 -9q0 -2 -35 -131h-373v23q112 112 161 170q59 70 92 127t33 115q0 63 -31 98t-86 35q-75 0 -137 -93l-22 20l57 81q55 59 135 59q69 0 118.5 -46.5t49.5 -122.5q0 -62 -29.5 -114t-102.5 -130l-141 -149h186q42 0 58.5 10.5t38.5 56.5z" id="x32"></path></g>
</svg>).</table>

Journal of Probability and Statistics

fig7

Figure 7

Figure 7: A Note on the Properties of Generalised Separable Spatial Autoregressive   Process 