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....
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| Format: | Article |
| Language: | English English |
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University of the Punjab
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/30105/1/First.pdf |
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| author | Ghodsi, Alireza Shitan, Mahendran |
| author_facet | Ghodsi, Alireza Shitan, Mahendran |
| author_sort | Ghodsi, Alireza |
| collection | UPM |
| description | 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 |
| first_indexed | 2024-03-06T08:16:30Z |
| format | Article |
| id | upm.eprints-30105 |
| institution | Universiti Putra Malaysia |
| language | English English |
| last_indexed | 2024-03-06T08:16:30Z |
| publishDate | 2013 |
| publisher | University of the Punjab |
| record_format | dspace |
| spelling | upm.eprints-301052015-10-27T02:35:06Z http://psasir.upm.edu.my/id/eprint/30105/ First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties Ghodsi, Alireza Shitan, Mahendran 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 University of the Punjab 2013 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30105/1/First.pdf 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 http://www.pjsor.com/index.php/pjsor/issue/view/51 English |
| spellingShingle | Ghodsi, Alireza Shitan, Mahendran First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties |
| title | First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties |
| title_full | First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties |
| title_fullStr | First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties |
| title_full_unstemmed | First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties |
| title_short | First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties |
| title_sort | first order fractionally integrated non separable spatial autoregressive finssar 1 1 model and some of its properties |
| url | http://psasir.upm.edu.my/id/eprint/30105/1/First.pdf |
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