A First-Order Spatial Integer-Valued Autoregressive SINAR(1,1) Model

被引：9

作者：

Ghodsi, Alireza ^{[1
]}

Shitan, Mahendran ^{[1
,2
]}

Bakouch, Hassan S. ^{[3
]}

机构：

[1] Univ Putra Malaysia, Dept Math, Upm Serdang 43400, Selangor, Malaysia

[2] Univ Putra Malaysia, Lab Computat Stat & Operat Res, Inst Math Res, Upm Serdang 43400, Selangor, Malaysia

[3] King Abdulaziz Univ, Dept Stat, Jeddah 21413, Saudi Arabia

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2012年 / 41卷 / 15期

关键词：

Binomial thinning operator; Estimation; Modeling; SINAR(1,1) model; Spatial integer-valued autoregressive;

D O I：

10.1080/03610926.2011.560739

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：2773 / 2787

页数：15

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