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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Taylor & Francis Journal
2012
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my.upm.eprints.253102015-11-26T08:04:53Z http://psasir.upm.edu.my/id/eprint/25310/ A first-order spatial integer-valued autoregressive SINAR(1,1) model. Ghodsi, Alireza Shitan, Mahendran S. Bakouch, Hassan 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. Taylor & Francis Journal 2012 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/25310/1/A%20first.pdf Ghodsi, Alireza and Shitan, Mahendran and S. Bakouch, Hassan (2012) A first-order spatial integer-valued autoregressive SINAR(1,1) model. Communications in Statistics: Theory and Methods, 41 (15). pp. 2773-2787. ISSN 0361-0926 http://www.tandfonline.com 1080/03610926.2011.560739 English |
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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. |
| format |
Article |
| author |
Ghodsi, Alireza Shitan, Mahendran S. Bakouch, Hassan |
| spellingShingle |
Ghodsi, Alireza Shitan, Mahendran S. Bakouch, Hassan A first-order spatial integer-valued autoregressive SINAR(1,1) model. |
| author_facet |
Ghodsi, Alireza Shitan, Mahendran S. Bakouch, Hassan |
| author_sort |
Ghodsi, Alireza |
| title |
A first-order spatial integer-valued autoregressive SINAR(1,1) model. |
| title_short |
A first-order spatial integer-valued autoregressive SINAR(1,1) model. |
| title_full |
A first-order spatial integer-valued autoregressive SINAR(1,1) model. |
| title_fullStr |
A first-order spatial integer-valued autoregressive SINAR(1,1) model. |
| title_full_unstemmed |
A first-order spatial integer-valued autoregressive SINAR(1,1) model. |
| title_sort |
first-order spatial integer-valued autoregressive sinar(1,1) model. |
| publisher |
Taylor & Francis Journal |
| publishDate |
2012 |
| url |
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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