Autocovariance function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models
Spatial modeling is important in many fields and there are various kinds of spatial models. One of such models is known as the fractionally integrated separable spatial ARMA (FISSARMA) model. In the area of time series analysis, Sowell (19927. Sowell, F. (1992). Maximum likelihood estimation of stat...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | Article |
| 語言: | English |
| 出版: |
Taylor & Francis
2015
|
| 在線閱讀: | http://psasir.upm.edu.my/id/eprint/43897/1/Autocovariance%20Function%20of%20the%20Fractionally%20Integrated%20Separable%20Spatial%20ARMA%20%28FISSARMA%29%20models.pdf http://psasir.upm.edu.my/id/eprint/43897/ http://www.tandfonline.com/doi/abs/10.1080/03610926.2012.755201?journalCode=lsta20 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 總結: | Spatial modeling is important in many fields and there are various kinds of spatial models. One of such models is known as the fractionally integrated separable spatial ARMA (FISSARMA) model. In the area of time series analysis, Sowell (19927. Sowell, F. (1992). Maximum likelihood estimation of stationary univariate fractionally integrated time series models. J. Econ. 53:165–188.[CrossRef], [Web of Science ®]View all references) has established the autocovariance function of the long-memory models using hypergeometric function. In this paper we will extend Sowell’s work for FISSARMA models. |
|---|