Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models

QR Code

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...

Full description

Bibliographic Details
Main Authors:	Ghodsi, Alireza, Shitan, Mahendran
Format:	Article
Language:	English
Published:	Taylor & Francis 2015
Online Access:	http://psasir.upm.edu.my/id/eprint/43897/ http://psasir.upm.edu.my/id/eprint/43897/1/Autocovariance%20Function%20of%20the%20Fractionally%20Integrated%20Separable%20Spatial%20ARMA%20%28FISSARMA%29%20models.pdf

Similar Items

Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model
by: Ghodsi, Alireza, et al.
Published: (2013)

Estimation of the memory parameters of the fractionally integrated separable spatial autoregressive (FISSAR(1,1)) model : a simulation study.
by: Ghodsi, Alireza, et al.
Published: (2009)

First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties
by: Ghodsi, Alireza, et al.
Published: (2013)

Some explicit conditions for a stationary representation of the unilateral second-order spatial ARMA model
by: Abdullah, Saidatulnisa, et al.
Published: (2009)

A simulation study of the covariance and correlation properties of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR) model
by: Shitan, Mahendran, et al.
Published: (2009)

A first-order spatial integer-valued autoregressive SINAR(1,1) model.
by: Ghodsi, Alireza, et al.
Published: (2012)

A first-order spatial integer-valued autoregressive SINAR(1,1) model
by: Ghodsi, Alireza, et al.
Published: (2010)

Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
by: Shitana, Mahendran
Published: (2008)

Properties and Estimation Fractionally Integrated Spatial Models and Non-Negative Integer-Valued Autoregressive Spatial Models
by: Ghodsi, Ali Reza
Published: (2011)

An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia.
by: Pillai , Thulasyammal Ramiah, et al.
Published: (2012)

Maximum; Likelihood Estimation For The Non-Separable Spatial Unilateral Autoregressive Model.
by: Awang, Norhashidah, et al.
Published: (2008)

A note on the properties of Generalised Separable spatial autoregressive process
by: Shitan, Mahendran, et al.
Published: (2009)

The Performance of AICC As Order Determination Criterion in ARMA time series models
by: Venus, Khim-Sen Liew, et al.
Published: (2002)

Integrated ARMA model method for damage detection of subsea pipeline system
by: Bao, C., et al.
Published: (2013)

The Performance of AlCC as an Order Selection Criterion in ARMA Time Series Models
by: Sen, Liew Khim, et al.
Published: (2002)

Forecasting Stock Price using ARMA Model
by: Koh, Wei Sin, et al.
Published: (2020)

Probability models for the distribution of copepods in different coastal ecosystems along the straits of Malacca.
by: Matias-Peralta, Hazel Monica, et al.
Published: (2012)

The Performance of AICC As Order Determination Criterion in ARMA time series models
by: Khim Sen, Liew, et al.
Published: (2002)

Spatial modelling of peak frequencies of brain signals
by: Shitan, Mahendran, et al.
Published: (2009)

Parameter estimation of multicomponent transient signals using deconvolution and ARMA modelling techniques
by: Salami, Momoh Jimoh Emiyoka, et al.
Published: (2003)

Two level Differential Evolution algorithms for ARMA parameters estimatio
by: Salami, Momoh Jimoh Emiyoka, et al.
Published: (2013)

On the selection of wind turbine generator based on ARMA time series
by: Esfahani, Mohammad Tolou Askari Sedehi, et al.
Published: (2013)

Modelling and Forcasting Volatility by ARMA-GARCH Models and the COVID-19-A Study of the Chinese Stock Market
by: WANG, Meng
Published: (2020)

Piezoelectric impedance based damage detection in truss bridges based on time frequency ARMA model
by: Fan, X., et al.
Published: (2016)

Performance Analysis of ARMA based Magnetic Resonance Imaging (MRI) Reconstruction Algorithm
by: Salami, Momoh Jimoh Emiyoka, et al.
Published: (2012)

Transient multiexponential data analysis using a combination of ARMA and ECD methods
by: Jibia, Abdussamad Umar, et al.
Published: (2012)

The integration of spatial and non-spatial data model
by: Daman, Daut, et al.
Published: (2000)

Spatial regression with conditional autoregressive (CAR) errors for annual mean relative humidity in Peninsular Malaysia
by: Shitan, Mahendran, et al.
Published: (2009)

Increasing the speed of convergence of an artificial neural network based ARMA coefficients determination technique
by: Aibinu, Abiodun Musa, et al.
Published: (2008)

Knowledge and practice of breastfeeding among mothers in Arma’a District Shabwah Governorate - Yemen
by: Omer Maroof, Mofareg Hasan, et al.
Published: (2020)

Heat integration of fractionators for low temperature separation unit (LTSU) and product recovery unit (PRU)
by: Ahmad Izamin, Ali
Published: (2010)

Time series modelling of tourist arrivals to Malaysia
by: Shitan, Mahendran
Published: (2008)

Developing a hybrid hidden MARKOV model using fusion of ARMA model and artificial neural network for crude oil price forecasting
by: Isah, Nuhu
Published: (2020)

An integrated pulse field dielectrophoretic field-flow fractionation separation and optical detection on-chip for identification of microorganisms
by: Kamuri, Mohd Firdaus
Published: (2018)

Comparing Autoregressive Moving Average (ARMA) coefficients determination using artificial neural network with other techniques
by: Aibinu, Abiodun Musa, et al.
Published: (2008)

The analysis of SME MD3 - 160 aircraft wing structure / Wan Arma Idayu Abdul Rahman
by: Abdul Rahman, Wan Arma Idayu
Published: (2002)

Co-integration analysis on all-variety Boro rice yields
by: Karmokar, Provash Kumar, et al.
Published: (2011)

Spatial functional outlier detection in multivariate spatial functional data
by: Nur Fatihah Mohd Ali,, et al.
Published: (2024)

Modelling polio data using the first order non-negative integer-valued autoregressive INAR(1) model.
by: Vazifedan, Turaj, et al.
Published: (2012)

Existences and uniqueness of solutions for some classes of iterative fractional functional integral and differential equations
by: Damag, Faten Hasan Mohammed
Published: (2017)