Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model

MaRDI QIDQ726673zbMATH OpenFDO

Authors Papa Ousmane Cisse, Abdou Kâ Diongue, Dominique Guegan

Publication date 13 July 2016

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1468344416, https://semanticscholar.org/paper/0aa93564b31c6abaa0d6805c17800df41bdcaa69

zbMATH Keywords

seasonal long memoryseasonalityseparable processspatial autocovariancespatial short memoryspatial stationary processtwo-dimensional data

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Applications of statistics to economics (62P20)

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Cited in

(8)

• Spatial long memory
• 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
• Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model
• Autocovariance function 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
• A note on the properties of generalised separable spatial autoregressive process

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