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...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English English |
| Published: |
Taylor & Francis Journal
2012
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/25310/1/A%20first.pdf |
| _version_ | 1825925752808275968 |
|---|---|
| author | Ghodsi, Alireza Shitan, Mahendran S. Bakouch, Hassan |
| author_facet | Ghodsi, Alireza Shitan, Mahendran S. Bakouch, Hassan |
| author_sort | Ghodsi, Alireza |
| collection | UPM |
| description | 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. |
| first_indexed | 2024-03-06T08:02:27Z |
| format | Article |
| id | upm.eprints-25310 |
| institution | Universiti Putra Malaysia |
| language | English English |
| last_indexed | 2024-03-06T08:02:27Z |
| publishDate | 2012 |
| publisher | Taylor & Francis Journal |
| record_format | dspace |
| spelling | 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 |
| spellingShingle | Ghodsi, Alireza Shitan, Mahendran S. Bakouch, Hassan A first-order spatial integer-valued autoregressive SINAR(1,1) model. |
| title | 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_short | A first-order spatial integer-valued autoregressive SINAR(1,1) model. |
| title_sort | first order spatial integer valued autoregressive sinar 1 1 model |
| url | http://psasir.upm.edu.my/id/eprint/25310/1/A%20first.pdf |
| work_keys_str_mv | AT ghodsialireza afirstorderspatialintegervaluedautoregressivesinar11model AT shitanmahendran afirstorderspatialintegervaluedautoregressivesinar11model AT sbakouchhassan afirstorderspatialintegervaluedautoregressivesinar11model AT ghodsialireza firstorderspatialintegervaluedautoregressivesinar11model AT shitanmahendran firstorderspatialintegervaluedautoregressivesinar11model AT sbakouchhassan firstorderspatialintegervaluedautoregressivesinar11model |