Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model

Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model

In this article, we study the properties of the normalized periodogram of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models. In particular, we establish the asymptotic mean of the normalised periodogram and the asymptotic second-order moments of the normalised Fourier coefficients...

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Main Authors: Ghodsi, Alireza, Shitan, Mahendran
Format: Article
Language:English
English
Published: Taylor & Francis 2013
Online Access:http://psasir.upm.edu.my/id/eprint/30107/1/Some%20properties%20of%20the%20normalized%20periodogram%20of%20a%20fractionally%20integrated%20separable%20spatial%20ARMA.pdf
http://psasir.upm.edu.my/id/eprint/30107/
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spelling my.upm.eprints.301072015-10-28T07:17:14Z http://psasir.upm.edu.my/id/eprint/30107/ Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model Ghodsi, Alireza Shitan, Mahendran In this article, we study the properties of the normalized periodogram of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models. In particular, we establish the asymptotic mean of the normalised periodogram and the asymptotic second-order moments of the normalised Fourier coefficients. We also establish the asymptotic distribution of the normalised periodogram. Some numerical results are also provided. Taylor & Francis 2013 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/30107/1/Some%20properties%20of%20the%20normalized%20periodogram%20of%20a%20fractionally%20integrated%20separable%20spatial%20ARMA.pdf Ghodsi, Alireza and Shitan, Mahendran (2013) Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model. Communications in Statistics: Theory and Methods, 42 (8). pp. 1515-1530. ISSN 0361-0926; ESSN: 1532-415X 10.1080/03610926.2011.594538 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 In this article, we study the properties of the normalized periodogram of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models. In particular, we establish the asymptotic mean of the normalised periodogram and the asymptotic second-order moments of the normalised Fourier coefficients. We also establish the asymptotic distribution of the normalised periodogram. Some numerical results are also provided.
format Article
author Ghodsi, Alireza
Shitan, Mahendran
spellingShingle Ghodsi, Alireza
Shitan, Mahendran
Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model
author_facet Ghodsi, Alireza
Shitan, Mahendran
author_sort Ghodsi, Alireza
title Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model
title_short Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model
title_full Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model
title_fullStr Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model
title_full_unstemmed Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model
title_sort some properties of the normalized periodogram of a fractionally integrated separable spatial arma (fissarma) model
publisher Taylor & Francis
publishDate 2013
url http://psasir.upm.edu.my/id/eprint/30107/1/Some%20properties%20of%20the%20normalized%20periodogram%20of%20a%20fractionally%20integrated%20separable%20spatial%20ARMA.pdf
http://psasir.upm.edu.my/id/eprint/30107/
_version_ 1643829959707328512

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