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...

詳細記述

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書誌詳細
主要な著者: Ghodsi, Alireza, Shitan, Mahendran
フォーマット: 論文
言語:English
English
出版事項: Taylor & Francis 2009
オンライン・アクセス: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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