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A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model
Authors:Alireza Ghodsi  Hassan S Bakouch
Institution:1. Department of Mathematics , University Putra Malaysia , Selangor , Malaysia;2. Department of Statistics , King Abdulaziz University , Jeddah , Saudi Arabia
Abstract: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.
Keywords:Binomial thinning operator  Estimation  Modeling  SINAR(1  1) model  Spatial integer-valued autoregressive
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