Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model

DOI10.1080/03610926.2011.594538MaRDI QIDQ4929205zbMATH OpenOpenAlexFDO

Authors Alireza Ghodsi, Mahendran Shitan

Publication date 13 June 2013

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/30107/1/Some%20properties%20of%20the%20normalized%20periodogram%20of%20a%20fractionally%20integrated%20separable%20spatial%20ARMA.pdf

zbMATH Keywords

long memoryseparabletwo-dimensional periodogramfractionally spatial ARIMA modelnormalised periodogram

Mathematics Subject Classification ID

Inference from spatial processes (62M30)

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• Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study
• Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
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Cited in

(5)

• Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study
• Some properties of periodogram of autoregressive integrated moving average process
• Autocovariance function of the fractionally integrated separable spatial ARMA (FISSARMA) models
• Periodogram ordinate: spatial model with near unit roots and dependent errors
• Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA (FISSARMA) models

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