Volume 14, Number 2 (2015) | JIRSS 2015, 14(2): 15-36 | Back to browse issues page



DOI: 10.7508/jirss.2015.02.002

XML Persian Abstract Print


Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Ghodsi A. Conditional Maximum Likelihood Estimation of the First-Order Spatial Integer-Valued Autoregressive (SINAR(1,1)) Model. JIRSS. 2015; 14 (2) :15-36
URL: http://jirss.irstat.ir/article-1-276-en.html

Department of Statistics, Faculty of Mathematics and Computer Sciences, Hakim Sabzevari University, Sabzevar, Iran.
Abstract:   (918 Views)

Recently a first-order Spatial Integer-valued Autoregressive‎ SINAR(1,1) model was introduced to model spatial data that comes‎ in counts citep{ghodsi2012}. Some properties of this model‎ have been established and the Yule-Walker estimator has been‎ proposed for this model. In this paper, we introduce the‎ conditional maximum likelihood method for estimating the‎ parameters of the Poisson SINAR(1,1) model. The asymptotic‎ distribution of the estimators are also derived. The properties of‎ the Yule-Walker and conditional maximum likelihood estimators are‎ compared by simulation study. Finally, the Student data citep{student1906} on‎ the yeast cells count are used to illustrate the fitting of the‎ SINAR(1,1) model.

Full-Text [PDF 104 kb]   (344 Downloads)    
Type of Study: Original Paper |
Received: 2014/10/3 | Accepted: 2016/01/30 | Published: 2016/01/30

Add your comments about this article : Your username or email:
Write the security code in the box

Send email to the article author


© 2015 All Rights Reserved | Journal of The Iranian Statistical Society

Designed & Developed by : Yektaweb