A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model
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Publication:133286
DOI10.1080/03610926.2011.560739zbMath1270.62128OpenAlexW2097631216MaRDI QIDQ133286
Mahendran Shitan, Hassan S. Bakouch, Alireza Ghodsi, Hassan S. Bakouch, Mahendran Shitan, 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
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
Related Items (5)
Conditional least squares estimation for the SINAR(1, 1) process ⋮ Space-time Integer-valued ARMA modelling for time series of counts ⋮ sinar ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Unnamed Item
Cites Work
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- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
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- Properties of the spatial unilateral first-order ARMA model
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Unilateral Markov fields
- Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model
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