A note on the properties of Generalised Separable spatial autoregressive process
Spatial modelling has its applications in many fields like geology, agriculture, meteorology, geography, and so forth. In time series a class of models known as Generalised Autoregressive (GAR) has been introduced by Peiris (2003) that includes an index parameter . It has been shown that the inclusi...
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| Format: | Article |
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Hindawi Publishing Corporation
2009
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| Online Access: | http://psasir.upm.edu.my/id/eprint/12768/ |
| _version_ | 1848841925469143040 |
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| author | Shitan, Mahendran Peiris, Shelton |
| author_facet | Shitan, Mahendran Peiris, Shelton |
| author_sort | Shitan, Mahendran |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | Spatial modelling has its applications in many fields like geology, agriculture, meteorology, geography, and so forth. In time series a class of models known as Generalised Autoregressive (GAR) has been introduced by Peiris (2003) that includes an index parameter . It has been shown that the inclusion of this additional parameter aids in modelling and forecasting many real data sets. This paper studies the properties of a new class of spatial autoregressive process of order 1 with an index. We will call this a Generalised Separable Spatial Autoregressive (GENSSAR) Model. The spectral density function (SDF), the autocovariance function (ACVF), and the autocorrelation function (ACF) are derived. The theoretical ACF and SDF plots are presented as three-dimensional figures. |
| first_indexed | 2025-11-15T07:50:59Z |
| format | Article |
| id | upm-12768 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-15T07:50:59Z |
| publishDate | 2009 |
| publisher | Hindawi Publishing Corporation |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-127682016-02-03T03:10:49Z http://psasir.upm.edu.my/id/eprint/12768/ A note on the properties of Generalised Separable spatial autoregressive process Shitan, Mahendran Peiris, Shelton Spatial modelling has its applications in many fields like geology, agriculture, meteorology, geography, and so forth. In time series a class of models known as Generalised Autoregressive (GAR) has been introduced by Peiris (2003) that includes an index parameter . It has been shown that the inclusion of this additional parameter aids in modelling and forecasting many real data sets. This paper studies the properties of a new class of spatial autoregressive process of order 1 with an index. We will call this a Generalised Separable Spatial Autoregressive (GENSSAR) Model. The spectral density function (SDF), the autocovariance function (ACVF), and the autocorrelation function (ACF) are derived. The theoretical ACF and SDF plots are presented as three-dimensional figures. Hindawi Publishing Corporation 2009 Article PeerReviewed Shitan, Mahendran and Peiris, Shelton (2009) A note on the properties of Generalised Separable spatial autoregressive process. Journal of Probability and Statistics, 2009. art. no. 847830. pp. 1-11. ISSN 1687-952X; ESSN: 1687-9538 http://dx.doi.org/10.1155/2009/847830 10.1155/2009/847830 |
| spellingShingle | Shitan, Mahendran Peiris, Shelton A note on the properties of Generalised Separable spatial autoregressive process |
| title | A note on the properties of Generalised Separable spatial autoregressive process |
| title_full | A note on the properties of Generalised Separable spatial autoregressive process |
| title_fullStr | A note on the properties of Generalised Separable spatial autoregressive process |
| title_full_unstemmed | A note on the properties of Generalised Separable spatial autoregressive process |
| title_short | A note on the properties of Generalised Separable spatial autoregressive process |
| title_sort | note on the properties of generalised separable spatial autoregressive process |
| url | http://psasir.upm.edu.my/id/eprint/12768/ http://psasir.upm.edu.my/id/eprint/12768/ http://psasir.upm.edu.my/id/eprint/12768/ |