Citation
Ghodsi, Alireza and Shitan, Mahendran
(2013)
First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties.
Pakistan Journal of Statistics and Operations Research, 9 (1).
pp. 1-16.
ISSN 1816-2711; ESSN: 2220-5810
Abstract
Spatial modelling has its applications in many fields. There exist in the literature a class of models known as the fractionally integrated separable spatial autoregressive (FISSAR) model. In this paper the objective of our research is to develop a non-separable counterpart of the FISSAR model. We term this model as the fractionally integrated non-separable spatial autoregressive (FINSSAR) model. The FINSSAR model is a more general model as it encompasses the FISSAR and the standard separable autoregressive (SSAR) models. The theoretical autocovariance function and the spectral function of the model are obtained and some numerical results is presented. This model may be able to model many type of real phenomena
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science Institute for Mathematical Research |
| Publisher: | University of the Punjab |
| Keywords: | Spatial autoregressive model; Separable; Non-separable; Long memory, Fractional autoregressive; FISSAR model; Regression estimation; Whittle's estimation. |
| Depositing User: | Umikalthom Abdullah |
| Date Deposited: | 30 Jun 2014 07:15 |
| Last Modified: | 27 Oct 2015 02:35 |
| URI: | http://psasir.upm.edu.my/id/eprint/30105 |
| Statistic Details: | View Download Statistic |
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