Some properties of the normalized periodogram of a fractionally integrated separable spatial ARMA (FISSARMA) model

In this article, we study the properties of the normalized periodogram of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) models. In particular, we establish the asymptotic mean of the normalised periodogram and the asymptotic second-order moments of the normalised Fourier coefficients...

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Bibliographic Details
Main Authors: Ghodsi, Alireza, Shitan, Mahendran
Format: Article
Language:English
English
Published: Taylor & Francis 2013
Online Access:http://psasir.upm.edu.my/id/eprint/30107/1/Some%20properties%20of%20the%20normalized%20periodogram%20of%20a%20fractionally%20integrated%20separable%20spatial%20ARMA.pdf
http://psasir.upm.edu.my/id/eprint/30107/
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