Conditional least squares estimation for the SINAR(1, 1) process

DOI10.1080/03610918.2020.1871489OpenAlexW3125499797MaRDI QIDQ6116463

Unnamed Author, Carolina Costa Mota Paraíba

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1871489

zbMATH Keywords

conditional least squaresspatial count dataspatial integer-value autoregressive process

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model
• Hierarchical Poisson models for spatial count data
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• Discrete analogues of self-decomposability and stability
• On conditional least squares estimation for stochastic processes
• Additive outliers in INAR(1) models
• Thinning operations for modeling time series of counts -- a survey
• Observation-driven models for Poisson counts
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Integer-valued moving average (INMA) process
• Model-Based Geostatistics
• A Latent Process Regression Model for Spatially Correlated Count Data
• Asymptotic inference for nearly unstable INAR(1) models
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• A Poisson INAR(1) process with a seasonal structure
• Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model

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