Autocovariance function of the fractionally integrated separable spatial ARMA (FISSARMA) models

DOI10.1080/03610926.2012.755201MaRDI QIDQ5259103zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

autocovariance functionFISSARMA modelsfractionally integrated modelslong-memory modelsspatial seriestime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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• Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
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Cites work

• A note on the properties of generalised separable spatial autoregressive process
• 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
• Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
• On least squares estimation for long-memory lattice processes
• Parameter estimates for fractional autoregressive spatial processes
• Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model

Cited in

(7)

• 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
• Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model
• A simulation study of the covariance and correlation properties of the fractionally integrated separable spatial autoregressive (FISSAR) model
• A note on the properties of generalised separable spatial autoregressive process
• Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields
• Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model

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