Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
Spatial modelling has its applications in many fields. In time-series there exist a class of models known as long memory models where the autocorrelation function decays rather slowly. These types of time-series data are modelled as fractionally integrated ARMA processes. Spatial data may also exhib...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis
2008
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| Online Access: | http://psasir.upm.edu.my/id/eprint/7026/ http://dx.doi.org/10.1080/03610920701762762 |
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