First-Order Fractionally Integrated Non-Separable Spatial Autoregressive (FINSSAR(1,1)) Model and Some of its Properties.

Alireza Ghodsi; Mahendran Shitan

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First-Order Fractionally Integrated Non-Separable Spatial Autoregressive (FINSSAR(1,1)) Model and Some of its Properties.

Author(s)

Alireza Ghodsi Department of Mathematics, Faculty of Science, University Putra, Malaysia

Mahendran Shitan Laboratory of Computational Statistics & Operations Research, Institute for Mathematical Research, University Putra Malaysia

Abstract

Spatial modelling has its applications in many fields. There exist in the literature a class of models known as the fractionally integrated separable spatial autoregressive (FISSAR) model. In this paper the objective of our research is to develop a non-separable counterpart of the FISSAR model. We term this model as the fractionally integrated non-separable spatial autoregressive (FINSSAR) model. The FINSSAR model is a more general model as it encompasses the FISSAR and the standard separable autoregressive (SSAR) models. The theoretical autocovariance function and the spectral function of the model are obtained and some numerical results is presented. This model may be able to model many type of real phenomena.

Publication Details

Page(s) 1-16

DOI DOI not available

Published Journal: Pakistan Journal of Statistics and Operation Research, Volume: 9, Issue: 1, Year: 2013

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