First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties
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....
| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
University of the Punjab
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/30105/1/First.pdf |