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 Replicated INAR(1) processes
Please use this identifier to cite or link to this item http://hdl.handle.net/10773/4432

title: Replicated INAR(1) processes
authors: Silva, I
Silva, ME
Pereira, I
Silva, N
keywords: INAR Process
Replicated Time Series
Time Series Estimation
Whittle criterion
Bayesian Estimation
issue date: 2005
publisher: Springer Verlag
abstract: 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.
URI: http://hdl.handle.net/10773/4432
ISSN: 1387-5841
publisher version/DOI: http://www.springerlink.com/content/yq06177m11526v18/
source: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY
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