Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties

DOI10.1080/03610920701762762zbMath1163.62074OpenAlexW2147530992MaRDI QIDQ3634534

Mahendran Shitan

Publication date: 25 June 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701762762

zbMATH Keywords

spatial modelautoregressive processfractionally integrated processseparable models

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model ⋮ Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields ⋮ Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model ⋮ Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study ⋮ Autocovariance Function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) Models

Cites Work

• Long memory relationships and the aggregation of dynamic models
• Time series: theory and methods.
• Properties of the spatial unilateral first-order ARMA model
• A subclass of lattice processes applied to a problem in planar sampling
• Introduction to Time Series and Forecasting
• Physical nearest-neighbour models and non-linear time-series

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