A note on the properties of generalised separable spatial autoregressive process

DOI10.1155/2009/847830MaRDI QIDQ609688zbMATH OpenOpenAlexWikidataFDO

Authors Mahendran Shitan, Shelton Peiris

Publication date 1 December 2010

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

Copyright license Creative Commons Attribution 4.0 International

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Graphical methods in statistics (62A09) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• A simulation study of the covariance and correlation properties of the fractionally integrated separable spatial autoregressive (FISSAR) model
• Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model
• Autocovariance function of the fractionally integrated separable spatial ARMA (FISSARMA) models
• Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
• Spatial autoregression and related spatio-temporal models.

Cites work

• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• A subclass of lattice processes applied to a problem in planar sampling
• An introduction to generalized moving average models and applications
• Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study
• Improving the quality of forecasting using generalized AR models: an application to statistical quality control
• ON STATIONARY PROCESSES IN THE PLANE
• Physical nearest-neighbour models and non-linear time-series
• Properties of the spatial unilateral first-order ARMA model

Cited in

(5)

• First-order Spatial Gegenbauer Autoregressive (SGAR(1,1)) model and some of its properties
• A simulation study of the covariance and correlation properties of the fractionally integrated separable spatial autoregressive (FISSAR) model
• Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model
• A note on efficient simulation of multidimensional spatial autoregressive processes
• Autocovariance function of the fractionally integrated separable spatial ARMA (FISSARMA) models

This page was built for publication: A note on the properties of generalised separable spatial autoregressive process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q609688)