Citation
Ghodsi, Alireza and Shitan, Mahendran
(2013)
Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model.
Communications in Statistics: Theory and Methods, 42 (8).
pp. 1515-1530.
ISSN 0361-0926; ESSN: 1532-415X
Abstract
In this article, we study the properties of the normalized periodogram of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models. In particular, we establish the asymptotic mean of the normalised periodogram and the asymptotic second-order moments of the normalised Fourier coefficients. We also establish the asymptotic distribution of the normalised periodogram. Some numerical results are also provided.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science Institute for Mathematical Research |
| DOI Number: | https://doi.org/10.1080/03610926.2011.594538 |
| Publisher: | Taylor & Francis |
| Keywords: | Fractionally spatial ARIMA model; Long memory; Normalised periodogram; Separable; Two-dimensional periodogram. |
| Depositing User: | Umikalthom Abdullah |
| Date Deposited: | 30 Jun 2014 07:58 |
| Last Modified: | 28 Oct 2015 07:17 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1080/03610926.2011.594538 |
| URI: | http://psasir.upm.edu.my/id/eprint/30107 |
| Statistic Details: | View Download Statistic |
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