Department of Statistics, Faculty of Mathematics and Computer Sciences, Hakim Sabzevari University, Sabzevar, Iran.
10.7508/jirss.2015.02.002
Abstract
Recently a first-order Spatial Integer-valued Autoregressive SINAR(1,1) model was introduced to model spatial data that comes in counts citep < /span>{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 < /span>{student1906} on the yeast cells count are used to illustrate the fitting of the SINAR(1,1) model.
Ghodsi,A. (2022). Conditional Maximum Likelihood Estimation of the First-Order Spatial Integer-Valued Autoregressive (SINAR(1,1)) Model. Journal of the Iranian Statistical Society, 14(2), 15-36. doi: 10.7508/jirss.2015.02.002
MLA
Ghodsi,A. . "Conditional Maximum Likelihood Estimation of the First-Order Spatial Integer-Valued Autoregressive (SINAR(1,1)) Model", Journal of the Iranian Statistical Society, 14, 2, 2022, 15-36. doi: 10.7508/jirss.2015.02.002
HARVARD
Ghodsi A. (2022). 'Conditional Maximum Likelihood Estimation of the First-Order Spatial Integer-Valued Autoregressive (SINAR(1,1)) Model', Journal of the Iranian Statistical Society, 14(2), pp. 15-36. doi: 10.7508/jirss.2015.02.002
CHICAGO
A. Ghodsi, "Conditional Maximum Likelihood Estimation of the First-Order Spatial Integer-Valued Autoregressive (SINAR(1,1)) Model," Journal of the Iranian Statistical Society, 14 2 (2022): 15-36, doi: 10.7508/jirss.2015.02.002
VANCOUVER
Ghodsi A. Conditional Maximum Likelihood Estimation of the First-Order Spatial Integer-Valued Autoregressive (SINAR(1,1)) Model. JIRSS, 2022; 14(2): 15-36. doi: 10.7508/jirss.2015.02.002
Journal of the Iranian Statistical Society