Main Article Content
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 is obtained and some numerical results is presented. This model may be able to model many type of real phenomena.
Keywords
Spatial autoregressive model
Separable
Non-separable
Long memory
Fractional autoregressive
FISSAR model
Regression estimation
Whittle's estimation
Article Details
Authors who publish with this journal agree to the following License
CC BY: This license allows reusers to distribute, remix, adapt, and build upon the material in any medium or format, so long as attribution is given to the creator. The license allows for commercial use.
How to Cite
Ghodsi, A., & Shitan, M. (2013). First-Order Fractionally Integrated Non-Separable Spatial Autoregressive (FINSSAR(1,1)) Model and Some of its Properties. Pakistan Journal of Statistics and Operation Research, 9(1), 1-16. https://doi.org/10.18187/pjsor.v9i1.224
