Citation
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
Abstract
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 |
| Statistic Details: | View Download Statistic |
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