Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties

QR Code

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...

Full description

Bibliographic Details
Main Author:	Shitana, Mahendran
Format:	Article
Language:	English
Published:	Taylor & Francis 2008
Online Access:	http://psasir.upm.edu.my/id/eprint/7026/

Similar Items

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)

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

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

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

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

Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models
by: Ghodsi, Alireza, et al.
Published: (2015)

Some Aspects of the Spatial Unilateral Autoregressive Moving Average Model for Regular Grid Data
by: Awang, Norhashidah
Published: (2005)

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)

On properties of the second order generalized autoregressive GAR(2) model with index.
by: Shitan, Mahendran, et al.
Published: (2009)

Bootstrap Technique For Examining The Properties Of The Maximum Likelihood Estimator Of The Spatial Unilateral Autoregressive Model.
by: Awang, Norhashidah, et al.
Published: (2009)

Some conditions of the second-order spatial unilateral autoregressive moving average model and model parameters estimation for data with missing observations
by: Abdullah, Saidatulnisa
Published: (2013)

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

Spatial quantile autoregressive model : case study of income inequality in Indonesia
by: Lusiana, Evellin Dewi, et al.
Published: (2022)

Comparison between specifications of linear regression and spatial-temporal autoregressive models in mass appraisal valuation for single storey residential property
by: Jahanshiri, Ebrahim
Published: (2013)

Natural transform of fractional order and some properties
by: Omran, Maryam, et al.
Published: (2016)

Autoregressive Integrated Moving Average Model(Arima)For Forecasting Wind Speed.
by: A, Shamshad, et al.
Published: (2003)

Time series properties of the class of generalized first-order autoregressive processes with moving average errors
by: Peiris, Shelton, et al.
Published: (2009)

Time series properties of the class of generalized first order autoregressive processes with moving average errors
by: Shitan, Mahendran, et al.
Published: (2011)

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

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

Some invariance properties of the minimum noise fraction transform
by: Berman, M., et al.
Published: (2012)

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

The m-delay Autoregressive Model with Application
by: Ratchagit, Manlika, et al.
Published: (2020)

First-order random coefficient autoregressive (RCA(1)) model : joint Whittle estimation and information.
by: Shitan, Mahendran, et al.
Published: (2014)

Some theorems and properties of multi-dimensional fractional Laplace transforms
by: Ahmood, Wasan Ajeel, et al.
Published: (2016)

A note on the variance of generalized first order autoregressive processes with moving average errors
by: Shitan, Mahendran
Published: (2008)

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

Performances of Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models in Forecasting the Ringgit-Yen Rate
by: Liew, Venus Khim-Sen, et al.
Published: (2002)

Performances of non-linear smooth transition autoregressive and linear autoregressive models in forecasting the Ringgit-Yen rate
by: Liew, Khim Sen, et al.
Published: (2002)

Parameter estimation of smooth threshold autoregressive models.
by: Nur, Darfiana
Published: (1998)

Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study.
by: Shitan, Mahendran, et al.
Published: (2008)

Some thoughts on separation of powers: Westminster model versus American model
by: Ismail, Ibrahim
Published: (2009)

How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models
by: Liew, Venus Khim-Sen, et al.
Published: (2002)

Spatial heterogeneity and spatial bias analyses in hedonic price models: some practical considerations
by: Khalid, Haniza
Published: (2015)

Some properties for integro-differential operator defined by a fractional formal
by: Abdulnaby, Zainab E., et al.
Published: (2016)

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

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