Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study (Q3391869)
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scientific article; zbMATH DE number 5594697
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| English | Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study |
scientific article; zbMATH DE number 5594697 |
Statements
Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study (English)
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13 August 2009
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autoregressive process
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fractional integration
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FISSAR
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spatial model
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separable process
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Whittle's estimation
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0.91519386
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0.9136489
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0.9111273
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0.8781549
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0.87407994
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0.8738571
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0.8716525
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0.8697632
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0.8592627
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