Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
Spatial modelling has its applications in many fields. In time-series there exist a class of models known as long memory models where the autocorrelation function decays rather slowly. These types of time-series data are modelled as fractionally integrated ARMA processes. Spatial data may also exhib...
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| Format: | Article |
| Language: | English |
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Taylor & Francis
2008
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