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 |
|
|