Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model

Papa Ousmane Cissé (), Abdou Ka Diongue and Dominique Guegan ()
Additional contact information
Papa Ousmane Cissé: Centre d'Economie de la Sorbonne et Université Gaston Berger - LERSTAD, https://centredeconomiesorbonne.univ-paris1.fr
Dominique Guegan: Centre d'Economie de la Sorbonne, https://cv.archives-ouvertes.fr/dominique-guegan

Documents de travail du Centre d'Economie de la Sorbonne from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne

Abstract: In this paper, we introduce a new model called Fractionally Integrated Separable Spatial Autoregressive processes with Seasonality and denoted Seasonal FISSAR for two-dimensional spatial data. We focus on the class of separable spatial models whose correlation structure can be expressed as a product of correlations. This new modelling allows taking into account the seasonality patterns observed in spatial data. We investigate the properties of this new model providing stationary conditions, some explicit expressions form of the autocovariance function and the spectral density function. We establish the asymptotic behaviour of the spectral density function near the seasonal frequencies and perform some simulations to illustrate the behaviour of the model

Keywords: seasonality; spatial short memory; seasonal long memory; two-dimensional data; separable process; spatial stationary process; spatial autocovariance (search for similar items in EconPapers)
JEL-codes: C02 C21 C51 C52 (search for similar items in EconPapers)
Pages: 20 pages
Date: 2016-02
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-ure
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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ftp://mse.univ-paris1.fr/pub/mse/CES2016/16013.pdf (application/pdf)

Related works:
Working Paper: Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model (2016)
Working Paper: Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:mse:cesdoc:16013

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