Replicated INAR(1) processes

• Type: Article in International Scientific Journal
• Date: 2005

Authors

Isabel Silva (Author) FEUP; M. Eduarda Silva (Author) FCUP; Isabel Pereira (Author) Other; Nélia Silva (Author) Other

Journal

Title: Methodology and Computing in Applied Probability

Vol. 7 No. 4

Pages: 517-542

ISSN: 1387-5841

Publisher: Springer Nature

Indexing

ISI Web of Knowledge - 11 Citations

ISI Web of Science

Scopus - 13 Citations

INSPEC

Scientific classification

FOS: Natural sciences > Mathematics

CORDIS: Physical sciences > Mathematics > Statistics

Other information

Authenticus ID: P-000-0BF

DOI: 10.1007/s11009-005-5006-x

Abstract (EN): Replicated time series are a particular type of repeated measures, which consist of time-sequences of measurements taken from several subjects (experimental units). We consider independent replications of count time series that are modelled by first-order integer-valued autoregressive processes, INAR(1). In this work, we propose several estimation methods using the classical and the Bayesian approaches and both in time and frequency domains. Furthermore, we study the asymptotic properties of the estimators. The methods are illustrated and their performance is compared in a simulation study. Finally, the methods are applied to a set of observations concerning sunspot data.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 26