First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties

First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties

Spatial modelling has its applications in many fields. There exist in the literature a class of models known as the fractionally integrated separable spatial autoregressive (FISSAR) model. In this paper the objective of our research is to develop a non-separable counterpart of the FISSAR model....

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Main Authors: Ghodsi, Alireza, Shitan, Mahendran
Format: Article
Language:English
English
Published: University of the Punjab 2013
Online Access:http://psasir.upm.edu.my/id/eprint/30105/1/First.pdf
http://psasir.upm.edu.my/id/eprint/30105/
http://www.pjsor.com/index.php/pjsor/issue/view/51
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Institution: Universiti Putra Malaysia
Language: English
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id my.upm.eprints.30105
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spelling my.upm.eprints.301052015-10-27T02:35:06Z http://psasir.upm.edu.my/id/eprint/30105/ First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties Ghodsi, Alireza Shitan, Mahendran Spatial modelling has its applications in many fields. There exist in the literature a class of models known as the fractionally integrated separable spatial autoregressive (FISSAR) model. In this paper the objective of our research is to develop a non-separable counterpart of the FISSAR model. We term this model as the fractionally integrated non-separable spatial autoregressive (FINSSAR) model. The FINSSAR model is a more general model as it encompasses the FISSAR and the standard separable autoregressive (SSAR) models. The theoretical autocovariance function and the spectral function of the model are obtained and some numerical results is presented. This model may be able to model many type of real phenomena University of the Punjab 2013 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30105/1/First.pdf Ghodsi, Alireza and Shitan, Mahendran (2013) First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties. Pakistan Journal of Statistics and Operations Research, 9 (1). pp. 1-16. ISSN 1816-2711; ESSN: 2220-5810 http://www.pjsor.com/index.php/pjsor/issue/view/51 English
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
description Spatial modelling has its applications in many fields. There exist in the literature a class of models known as the fractionally integrated separable spatial autoregressive (FISSAR) model. In this paper the objective of our research is to develop a non-separable counterpart of the FISSAR model. We term this model as the fractionally integrated non-separable spatial autoregressive (FINSSAR) model. The FINSSAR model is a more general model as it encompasses the FISSAR and the standard separable autoregressive (SSAR) models. The theoretical autocovariance function and the spectral function of the model are obtained and some numerical results is presented. This model may be able to model many type of real phenomena
format Article
author Ghodsi, Alireza
Shitan, Mahendran
spellingShingle Ghodsi, Alireza
Shitan, Mahendran
First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties
author_facet Ghodsi, Alireza
Shitan, Mahendran
author_sort Ghodsi, Alireza
title First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties
title_short First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties
title_full First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties
title_fullStr First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties
title_full_unstemmed First-order fractionally integrated non-separable spatial autoregressive (FINSSAR(1,1)) model and some of its properties
title_sort first-order fractionally integrated non-separable spatial autoregressive (finssar(1,1)) model and some of its properties
publisher University of the Punjab
publishDate 2013
url http://psasir.upm.edu.my/id/eprint/30105/1/First.pdf
http://psasir.upm.edu.my/id/eprint/30105/
http://www.pjsor.com/index.php/pjsor/issue/view/51
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