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


Citation

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)

Abstract / Synopsis

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.


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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
DOI Number: 10.1080/03610920701762762
Publisher: Taylor & Francis
Keywords: Autoregressive process, Fractionally Integrated process, Separable models, Spatial model
Depositing User: Najwani Amir Sariffudin
Date Deposited: 02 Jun 2010 10:29
Last Modified: 02 Jun 2010 10:30
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1080/03610920701762762
URI: http://psasir.upm.edu.my/id/eprint/7026
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