Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study
DOI10.1080/03610910902898465zbMath1167.62463OpenAlexW2088108751MaRDI QIDQ3391869
Mahendran Shitan, Alireza Ghodsi
Publication date: 13 August 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: http://psasir.upm.edu.my/id/eprint/14574/1/Estimation%20of%20the%20memory%20parameters%20of%20the%20fractionally%20integrated%20separable%20spatial%20autoregressive.pdf
fractional integrationspatial modelautoregressive processseparable processFISSARWhittle's estimation
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Cites Work
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- Corrigendum: Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties, Communications in Statistics—Theory and Methods, Volume 37 Issue No. 8, January 2008, Pages 1266–1273
- ON STATIONARY PROCESSES IN THE PLANE
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