Autocovariance Function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) Models
DOI10.1080/03610926.2012.755201zbMATH Open1326.62197OpenAlexW1965401287MaRDI QIDQ5259103FDOQ5259103
Alireza Ghodsi, Mahendran Shitan
Publication date: 24 June 2015
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/43897/1/Autocovariance%20Function%20of%20the%20Fractionally%20Integrated%20Separable%20Spatial%20ARMA%20%28FISSARMA%29%20models.pdf
time seriesautocovariance functionspatial serieslong-memory modelsFISSARMA modelsfractionally integrated models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)
Cites Work
- Parameter estimates for fractional autoregressive spatial processes
- 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 note on the properties of generalised separable spatial autoregressive process
- Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
- Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model
Cited In (4)
- Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model
- Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study
- Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model
- Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields
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