A first-order spatial integer-valued autoregressive SINAR(1,1) model.
Binomial thinning operator has a major role in modeling one-dimensional integer-valued autoregressive time series models. The purpose of this article is to extend the use of such operator to define a new stationary first-order spatial non negative, integer-valued autoregressive SINAR (1,1) model. We...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Taylor & Francis Journal
2012
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| Online Access: | http://psasir.upm.edu.my/id/eprint/25310/1/A%20first.pdf http://psasir.upm.edu.my/id/eprint/25310/ http://www.tandfonline.com |
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| Institution: | Universiti Putra Malaysia |
| Language: | English English |
| Summary: | Binomial thinning operator has a major role in modeling one-dimensional integer-valued autoregressive time series models. The purpose of this article is to extend the use of such operator to define a new stationary first-order spatial non negative, integer-valued autoregressive SINAR (1,1) model. We study some properties of this model like the mean, variance and autocorrelation function. Yule-Walker estimator of the model parameters is also obtained. Some numerical results of the model are presented and, moreover, this model is applied to a real data set. |
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