UPM Institutional Repository

Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model


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.


Download File

[img]
Preview
PDF (Abstract)
Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA.pdf

Download (84kB) | Preview

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

Actions (login required)

View Item View Item