First-order Spatial Gegenbauer Autoregressive (SGAR(1,1)) model and some of its properties

DOI10.22034/JIRSS.2022.706592MaRDI QIDQ6494773zbMATH OpenFDO

Authors Alireza Ghodsi, Mahendran Shitan

Publication date 30 April 2024

Published in Journal of the Iranian Statistical Society JIRSS (Search for Journal in Brave)

Full work available at URL https://doi.org/10.22034/JIRSS.2022.706592

zbMATH Keywords

log-periodogram estimationlong memorySGAR(1,1)Spatial Gegenbauer Autoregressive ModelWhittle estimation

Mathematics Subject Classification ID

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

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