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

Abstract

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 exhibit a long memory structure and in order to model such a structure we introduce a new class of models called the fractionally integrated separable spatial autoregressive (FISSAR) model and discuss some of its properties. One way of estimating the parameters of the FISSAR model is also discussed in this article.

Keywords:

• Autoregressive process
• Fractionally Integrated process
• Separable models
• Spatial model

View correction statement:

Corrigendum: Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties, Communications in Statistics—Theory and Methods, Volume 37 Issue No. 8, January 2008, Pages 1266–1273

Acknowledgments

I would like to thank the referee(s), associate editor and the editor for their useful comments and valuable suggestions to improve the quality of the article. I also expresses my thanks to the Department of Mathematics and the Institute of Mathematical Research, Universiti Putra Malaysia for their support.