Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models
Spatial modeling is important in many fields and there are various kinds of spatial models. One of such models is known as the fractionally integrated separable spatial ARMA (FISSARMA) model. In the area of time series analysis, Sowell (19927. Sowell, F. (1992). Maximum likelihood estimation of stat...
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| Format: | Article |
| Language: | English |
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Taylor & Francis
2015
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| Online Access: | http://psasir.upm.edu.my/id/eprint/43897/1/Autocovariance%20Function%20of%20the%20Fractionally%20Integrated%20Separable%20Spatial%20ARMA%20%28FISSARMA%29%20models.pdf |
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| author | Ghodsi, Alireza Shitan, Mahendran |
| author_facet | Ghodsi, Alireza Shitan, Mahendran |
| author_sort | Ghodsi, Alireza |
| collection | UPM |
| description | Spatial modeling is important in many fields and there are various kinds of spatial models. One of such models is known as the fractionally integrated separable spatial ARMA (FISSARMA) model. In the area of time series analysis, Sowell (19927. Sowell, F. (1992). Maximum likelihood estimation of stationary univariate fractionally integrated time series models. J. Econ. 53:165–188.[CrossRef], [Web of Science ®]View all references) has established the autocovariance function of the long-memory models using hypergeometric function. In this paper we will extend Sowell’s work for FISSARMA models. |
| first_indexed | 2024-03-06T08:57:02Z |
| format | Article |
| id | upm.eprints-43897 |
| institution | Universiti Putra Malaysia |
| language | English |
| last_indexed | 2024-03-06T08:57:02Z |
| publishDate | 2015 |
| publisher | Taylor & Francis |
| record_format | dspace |
| spelling | upm.eprints-438972016-10-27T09:00:53Z http://psasir.upm.edu.my/id/eprint/43897/ Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models Ghodsi, Alireza Shitan, Mahendran Spatial modeling is important in many fields and there are various kinds of spatial models. One of such models is known as the fractionally integrated separable spatial ARMA (FISSARMA) model. In the area of time series analysis, Sowell (19927. Sowell, F. (1992). Maximum likelihood estimation of stationary univariate fractionally integrated time series models. J. Econ. 53:165–188.[CrossRef], [Web of Science ®]View all references) has established the autocovariance function of the long-memory models using hypergeometric function. In this paper we will extend Sowell’s work for FISSARMA models. Taylor & Francis 2015 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/43897/1/Autocovariance%20Function%20of%20the%20Fractionally%20Integrated%20Separable%20Spatial%20ARMA%20%28FISSARMA%29%20models.pdf Ghodsi, Alireza and Shitan, Mahendran (2015) Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models. Communications in Statistics: Theory and Methods, 44 (5). pp. 933-941. ISSN 0361-0926; ESSN: 1532-415X http://www.tandfonline.com/doi/abs/10.1080/03610926.2012.755201?journalCode=lsta20 10.1080/03610926.2012.755201 |
| spellingShingle | Ghodsi, Alireza Shitan, Mahendran Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models |
| title | Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models |
| title_full | Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models |
| title_fullStr | Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models |
| title_full_unstemmed | Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models |
| title_short | Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models |
| title_sort | autocovariance function of the fractionally integrated separable spatial arma fissarma models |
| url | http://psasir.upm.edu.my/id/eprint/43897/1/Autocovariance%20Function%20of%20the%20Fractionally%20Integrated%20Separable%20Spatial%20ARMA%20%28FISSARMA%29%20models.pdf |
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