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

Shitana, Mahendran (2008) Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties. Communications in Statistics: Theory and Methods, 37 (8). pp. 1266-1273. ISSN 1532-415X (online)/0361-0926 (print)

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Official URL: http://dx.doi.org/10.1080/03610920701762762

Abstract

Spatial modelling has its applications in many fields. In time-series there exist a class of models known as long memory models where the autocorrelation function decays rather slowly. These types of time-series data are modelled as fractionally integrated ARMA processes. Spatial data may also exhibit a long memory structure and in order to model such a structure we introduce a new class of models called the fractionally integrated separable spatial autoregressive (FISSAR) model and discuss some of its properties. One way of estimating the parameters of the FISSAR model is also discussed in this article.

Item Type:Article
Keyword:Autoregressive process, Fractionally Integrated process, Separable models, Spatial model
Faculty or Institute:Faculty of Science
Publisher:Taylor & Francis
DOI Number:10.1080/03610920701762762
Altmetrics:http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1080/03610920701762762
ID Code:7026
Deposited By: Najwani Amir Sariffudin
Deposited On:02 Jun 2010 02:29
Last Modified:02 Jun 2010 02:30

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