A note on the properties of generalised separable spatial autoregressive process

DOI10.1155/2009/847830zbMath1201.62104OpenAlexW2044062232WikidataQ58648725 ScholiaQ58648725MaRDI QIDQ609688

Mahendran Shitan, M. Shelton Peiris

Publication date: 1 December 2010

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/226645

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) Graphical methods in statistics (62A09)

Related Items (1)

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

Cites Work

• Properties of the spatial unilateral first-order ARMA model
• Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study
• A subclass of lattice processes applied to a problem in planar sampling
• Physical nearest-neighbour models and non-linear time-series
• ON STATIONARY PROCESSES IN THE PLANE
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