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Communications in Statistics - Theory and Methods Volume 37, 2008 - Issue 8
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TIME SERIES ANALYSIS

Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties

Mahendran Shitan Department of Mathematics, Universiti Putra, Malaysia; Applied & Computational Statistics Laboratory, Institute for Mathematical Research, Universiti Putra, Serdang, MalaysiaCorrespondence[email protected]
Pages 1266-1273 | Received 18 Jan 2007, Accepted 08 Aug 2007, Published online: 28 Apr 2008

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Jing Wang. (2023) Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields. Communications in Statistics - Simulation and Computation 52:12, pages 6034-6047.
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Alireza Ghodsi & Mahendran Shitan. (2015) Autocovariance Function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) Models. Communications in Statistics - Theory and Methods 44:5, pages 933-941.
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Alireza Ghodsi & Mahendran Shitan. (2013) Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model. Communications in Statistics - Theory and Methods 42:8, pages 1515-1530.
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Alireza Ghodsi & Mahendran Shitan. (2009) Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study. Communications in Statistics - Simulation and Computation 38:6, pages 1256-1268.
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Articles from other publishers (2)

Angela Ferretti, L. Ippoliti, P. Valentini & R. J. Bhansali. (2023) Long memory conditional random fields on regular lattices. Environmetrics 34:5.
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Andres Ramirez Hassan. (2012) A Frequency Domain Test for a Spatial Unit Root Process. SSRN Electronic Journal.
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