In this paper, nine memory parameter estimation procedures for the fractionally integrated I(d) process, semi-parametric and parametric, which prevail in the existing literature are reviewed ; through the simulation study under the ARFIMA (p,d,q) setting we cast a light on the finite sample...

The traditional approach to estimate spatial models bases on a preconceived spatial weights matrix to measure spatial interaction among locations. The a priori assumptions used to define this matrix are supposed to be in line with the "true" spatial relationships among the locations of the...