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

作者：Ghodsi Alireza; Shitan Mahendran^*; Bakouch Hassan S

来源：Communications in Statistics - Theory and Methods, 2012, 41(15): 2773-2787.

DOI：10.1080/03610926.2011.560739

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

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.

• 出版日期2012