Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model
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...
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| Format: | Article |
| Language: | English English |
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Taylor & Francis
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/30107/1/Some%20properties%20of%20the%20normalized%20periodogram%20of%20a%20fractionally%20integrated%20separable%20spatial%20ARMA.pdf |
| _version_ | 1825947642021019648 |
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| author | Ghodsi, Alireza Shitan, Mahendran |
| author_facet | Ghodsi, Alireza Shitan, Mahendran |
| author_sort | Ghodsi, Alireza |
| collection | UPM |
| description | 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. |
| first_indexed | 2024-03-06T08:16:30Z |
| format | Article |
| id | upm.eprints-30107 |
| institution | Universiti Putra Malaysia |
| language | English English |
| last_indexed | 2024-03-06T08:16:30Z |
| publishDate | 2013 |
| publisher | Taylor & Francis |
| record_format | dspace |
| spelling | upm.eprints-301072015-10-28T07:17:14Z http://psasir.upm.edu.my/id/eprint/30107/ Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model Ghodsi, Alireza Shitan, Mahendran 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. Taylor & Francis 2013 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30107/1/Some%20properties%20of%20the%20normalized%20periodogram%20of%20a%20fractionally%20integrated%20separable%20spatial%20ARMA.pdf 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 10.1080/03610926.2011.594538 English |
| spellingShingle | Ghodsi, Alireza Shitan, Mahendran Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model |
| title | Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model |
| title_full | Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model |
| title_fullStr | Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model |
| title_full_unstemmed | Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model |
| title_short | Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model |
| title_sort | some properties of the normalized periodogram of a fractionally integrated separable spatial arma fissarma model |
| url | http://psasir.upm.edu.my/id/eprint/30107/1/Some%20properties%20of%20the%20normalized%20periodogram%20of%20a%20fractionally%20integrated%20separable%20spatial%20ARMA.pdf |
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