A first-order spatial integer-valued autoregressive SINAR(1,1) model

DOI10.1080/03610926.2011.560739zbMATH1270.62128OpenAlexW2097631216MaRDI QIDQ133286FDOQ133286

Authors Alireza Ghodsi, Mahendran Shitan, Hassan S. Bakouch, Alireza Ghodsi, Mahendran Shitan, Hassan S. Bakouch

Publication date August 2012

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.560739

zbMATH Keywords

estimationbinomial thinning operatorspatial integer-valued autoregressive

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 1534309 (Why is no real title available?)
• scientific article; zbMATH DE number 1446704 (Why is no real title available?)
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
• Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• Discrete analogues of self-decomposability and stability
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
• Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
• Properties of the spatial unilateral first-order ARMA model
• Some results on unilateral ARMA lattice processes
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Unilateral Markov fields

Cited in

(8)

• scientific article; zbMATH DE number 7017865 (Why is no real title available?)
• Conditional least squares estimation for the SINAR(1, 1) process
• The multilateral spatial integer-valued process of order 1
• Space-time Integer-valued ARMA modelling for time series of counts
• A \(p\)-order signed integer-valued autoregressive (SINAR(\(p\))) model
• sinar
• The unilateral spatial autogressive process for the regular lattice two-dimensional spatial discrete data
• Thinning-based models in the analysis of integer-valued time series: a review

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