Autocovariance Function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) Models

DOI10.1080/03610926.2012.755201zbMath1326.62197OpenAlexW1965401287MaRDI QIDQ5259103

Alireza Ghodsi, Mahendran Shitan

Publication date: 24 June 2015

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

Full work available at URL: http://psasir.upm.edu.my/id/eprint/43897/1/Autocovariance%20Function%20of%20the%20Fractionally%20Integrated%20Separable%20Spatial%20ARMA%20%28FISSARMA%29%20models.pdf

zbMATH Keywords

time seriesautocovariance functionspatial serieslong-memory modelsFISSARMA modelsfractionally integrated models

Mathematics Subject Classification ID

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

Related Items (1)

Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields

Cites Work

• A note on the properties of generalised separable spatial autoregressive process
• Parameter estimates for fractional autoregressive spatial processes
• On least squares estimation for long-memory lattice processes
• Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
• Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model
• 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

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