Replicated INAR(1) processes

• Tipo: Artigo em Revista Científica Internacional
• Data: 2005

Autores

Isabel Silva (Autor) FEUP; M. Eduarda Silva (Autor) FCUP; Isabel Pereira (Autor) Outra; Nélia Silva (Autor) Outra

Revista

Título: Methodology and Computing in Applied Probability

Vol. 7 Nº 4

Páginas: 517-542

ISSN: 1387-5841

Editora: Springer Nature

Indexação

ISI Web of Knowledge - 11 Citações

ISI Web of Science

Scopus - 13 Citações

INSPEC

Classificação Científica

FOS: Ciências exactas e naturais > Matemática

CORDIS: Ciências Físicas > Matemática > Estatística

Outras Informações

ID Authenticus: 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.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 26