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

DOI10.1080/03610926.2011.560739zbMATH Open1270.62128OpenAlexW2097631216MaRDI QIDQ133286FDOQ133286

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

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

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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)

Cites Work

• Discrete analogues of self-decomposability and stability
• Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Some results on unilateral ARMA lattice processes
• Properties of the spatial unilateral first-order ARMA model
• Unilateral Markov fields
• Title not available (Why is that?)
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• Title not available (Why is that?)
• Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
• Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model
• Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes

Cited In (7)

• Title not available (Why is that?)
• Space-time Integer-valued ARMA modelling for time series of counts
• Title not available (Why is that?)
• The multilateral spatial integer-valued process of order 1
• Thinning-based models in the analysis of integer-valued time series: a review
• sinar
• Conditional least squares estimation for the SINAR(1, 1) process

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