Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model
DOI10.1080/03610926.2011.594538zbMATH Open1294.62224OpenAlexW2057973202MaRDI QIDQ4929205FDOQ4929205
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
Recommendations
- Autocovariance function of the fractionally integrated separable spatial ARMA (FISSARMA) models
- Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
- Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA (FISSARMA) models
- 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
- Parameter estimates for fractional autoregressive spatial processes
- 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
- Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study
- Parameter estimation and spectrum of fractional ARIMA process
- Properties of the spatial unilateral first-order ARMA model
long memoryseparabletwo-dimensional periodogramfractionally spatial ARIMA modelnormalised periodogram
Cites Work
- Topographic correlation, power-law covariance functions, and diffusion
- Title not available (Why is that?)
- Handbook of spatial statistics.
- Title not available (Why is that?)
- Title not available (Why is that?)
- ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES
- Parameter estimates for fractional autoregressive spatial processes
- Local Whittle estimator for anisotropic random fields
- On least squares estimation for long-memory lattice processes
- 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
- A Review of Methods for the Statistical Analysis of Spatial Patterns of Disease
- GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES
- Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
- ON THE VARIATION OF YIELD VARIANCE WITH PLOT SIZE
- Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice
- Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study
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
This page was built for publication: Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4929205)