A simulation study of the covariance and correlation properties of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR) model
Spatial modelling has its applications in many fields. In time series, there exists 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 ex...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Published: |
Scientific Advances Publishers
2009
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/12862/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|