In this paper, we introduce the concept of fractional integration for spatial autoregressive models. We show that the range of the dependence can be spatially extended or diminished by introducing a further fractional integration parameter to spatial autoregressive moving average models (SARMA)....

An important problem in network analysis is the online detection of anomalous behaviour. In this paper, we introduce a network surveillance method bringing together network modelling and statistical process control. Our approach is to apply multivariate control charts based on exponential...