Estimation of the memory parameters of the fractionally integrated separable spatial autoregressive (FISSAR(1,1)) model : a simulation study.
In this article, we implement the regression method for estimating (d1,d2) of the FISSAR(1,1) model. It is also possible to estimate d1 and d2 by Whittle’s method. We also compute the estimated bias, standard error, and root mean square error by a simulation study. A comparison was made between the...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Taylor & Francis
2009
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| Online Access: | http://psasir.upm.edu.my/id/eprint/14574/1/Estimation%20of%20the%20memory%20parameters%20of%20the%20fractionally%20integrated%20separable%20spatial%20autoregressive.pdf http://psasir.upm.edu.my/id/eprint/14574/ |
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