Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study - Ghodsi, Alireza; Shitan, Mahendran (Communications in statistics. Simulation and computation, 2009)
Keywords: Autoregressive process; Exact sciences and technology; FISSAR; Fractional integration; Linear inference, regression; Mathematics; Numerical analysis; Numerical analysis. Scientific computation; Numerical methods in probability and statistics; Probability and statistics; Sciences and techniques of general use; Separable process; Spatial model; Statistics; Whittle's estimation; Subject Classification 62M30; Parameter estimation; Error estimation; Bias; Autoregressive model; FISSAR; Whittle's estimation; Statistical simulation; Implementation; Mean square error; Separable process; Autoregressive process; Simulation model; Spatial model; Method study; Fractional integration; Statistical estimation; Mean value; Mean estimation; Statistical method; Statistical regression; Numerical simulation; Mean error; Application; Biased estimation; Autoregressive processes