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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: Ghodsi, Alireza, Shitan, Mahendran, S. Bakouch, Hassan
Format: Article
Language:English
English
Published: Taylor & Francis Journal 2012
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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spelling 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
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
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.
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
_version_ 1643828623639052288
score 13.188404

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