A simulation study of the covariance and correlation properties of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR) model

• Main Authors: Shitan, Mahendran, Teng, Mei Tuan
• Format: Article
• Published: Scientific Advances Publishers 2009
• Online Access: http://psasir.upm.edu.my/id/eprint/12862/

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...