Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model

zbMATH Open1342.62155MaRDI QIDQ726673FDOQ726673

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

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zbMATH Keywords

seasonalityseasonal long memoryseparable processspatial autocovariancespatial short memoryspatial stationary processtwo-dimensional data

Mathematics Subject Classification ID

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

Cited In (8)

• 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
• A note on the properties of generalised separable spatial autoregressive process
• A simulation study of the covariance and correlation properties of the fractionally integrated separable spatial autoregressive (FISSAR) model
• Autocovariance function of the fractionally integrated separable spatial ARMA (FISSARMA) models
• Spatial long memory
• Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model
• Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties

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