Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study

References

• Bartlett , M. S. ( 1971 ). Physical nearest neighbour models and non-linear time series . Journal of Applied Probability 8 : 222 – 232 .
   Web of Science ®Google Scholar
• Basawa , I. V. , Brockwell , P. J. , Mandrekar , V. M. ( 1991 ). Inference for spatial time series . Computer Science and Statistics: Proceedings of the 22nd Symposium on the Interface . New York : Springer-Verlag .
   Google Scholar
• Basu , S. , Reinsel , G. C. ( 1993 ). Properties of the spatial unilateral first order ARMA models . Advances in Applied Probability 25 : 631 – 648 .
   Web of Science ®Google Scholar
• Besag , J. E. ( 1974 ). Spatial interaction and the statistical analysis of lattice systems . Journal of the Royal Statistical Soceity B36 : 192 – 236 .
   Google Scholar
• Brockwell , P. J. , Davis , R. A. ( 1991 ). Time Series: Theory and Methods. . , 2nd ed New York : Springer-Verlag .
   Google Scholar
• Brockwell , P. J. , Davis , R. A. ( 2002 ). Introduction to Time Series and Forecasting. , 2nd ed. New York : Springer .
   Google Scholar
• Boissy , Y. , Bhattacharya , B. B. , Li , X. , Richardson , G. D. ( 2005 ). Parameter estimates for fractional autoregressive spatial processes . The Annals of Statistics 33 ( 6 ): 2553 – 2567 .
   Web of Science ®Google Scholar
• Geweke , J. , Porter-Hudak , S. ( 1983 ). The estimation and application of long memory time series models . Journal of Time Series Analysis 4 : 221 – 237 .
   Google Scholar
• Granger , C. W. ( 1980 ). Long memory relationships and the aggregation of dynamic models . Econometrics 14 : 227 – 238 .
   Web of Science ®Google Scholar
• Haining , R. P. (1978). The moving average model for spatial interaction. Transactions of the Institute of British Geography 3:202–225.
   Web of Science ®Google Scholar
• Hurst , H. ( 1951 ). Long-term storage capacity of reservoirs . Transactions of the American Society of Civil Engineers 116 : 778 – 808 .
   Google Scholar
• Martin , R. J. ( 1979 ). A subclass of lattice processes applied to a problem in planar sampling . Biometrika 66 : 209 – 217 .
   Web of Science ®Google Scholar
• Shitan , M. ( 2008 ). Fractionally integrated separable spatial autoregressive (Fissar) model and some of its properties . Communications in Statistics—Theory and Methods 37 : 1266 – 1273 .
   Web of Science ®Google Scholar
• Shitan , M. ( 2009 ). Corrigendum: Fractionally integrated separable spatial autoregressive (FISSAR) model and some of its properties . Communications in Statistics—Theory and Methods 38 : 156 – 158 .
   Web of Science ®Google Scholar
• Shitan , M. , Wee , P. M. J. ( 2003 ). ARAR and long memory modelling of tourist arrivals to Malaysia . Proceedings of National Conference on Management Science and Operations Research. Malacca, 24–25 June , pp. 259 – 271 .
   Google Scholar
• Shitan , M. , Mah , P. J. W. , Lim , Y. S. , Lim , Y. C. ( 2006 ). Air pollution index determination using ARIMA and ARFIMA time series models . Journal of Engineering Science 2 : 53 – 60 .
   Google Scholar
• Whittle , P. ( 1954 ). On stationary processes in the plane . Biometrika 41 :434-449.
   Web of Science ®Google Scholar