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A first-order spatial integer-valued autoregressive SINAR(1,1) model.


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


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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Additional Metadata

Item Type: Article
Divisions: Faculty of Science
Institute for Mathematical Research
DOI Number: 1080/03610926.2011.560739
Publisher: Taylor & Francis Journal
Keywords: Binomial thinning operator; Estimation; Modelling SINAR(1,1) model; Spatial integer-valued autoregressive.
Depositing User: Nur Farahin Ramli
Date Deposited: 24 Oct 2013 00:24
Last Modified: 26 Nov 2015 08:04
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=1080/03610926.2011.560739
URI: http://psasir.upm.edu.my/id/eprint/25310
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