Replicated INAR(1) processes

Detalhes bibliográficos
Autor(a) principal: Silva, I
Data de Publicação: 2005
Outros Autores: Silva, ME, Pereira, I, Silva, N
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10773/4432
Resumo: 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.
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spelling Replicated INAR(1) processesINAR ProcessReplicated Time SeriesTime Series EstimationWhittle criterionBayesian EstimationReplicated 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.Springer Verlag2011-11-28T16:13:30Z2005-01-01T00:00:00Z2005info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10773/4432eng1387-5841Silva, ISilva, MEPereira, ISilva, Ninfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-02-22T11:04:54Zoai:ria.ua.pt:10773/4432Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T02:42:21.234623Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Replicated INAR(1) processes
title Replicated INAR(1) processes
spellingShingle Replicated INAR(1) processes
Silva, I
INAR Process
Replicated Time Series
Time Series Estimation
Whittle criterion
Bayesian Estimation
title_short Replicated INAR(1) processes
title_full Replicated INAR(1) processes
title_fullStr Replicated INAR(1) processes
title_full_unstemmed Replicated INAR(1) processes
title_sort Replicated INAR(1) processes
author Silva, I
author_facet Silva, I
Silva, ME
Pereira, I
Silva, N
author_role author
author2 Silva, ME
Pereira, I
Silva, N
author2_role author
author
author
dc.contributor.author.fl_str_mv Silva, I
Silva, ME
Pereira, I
Silva, N
dc.subject.por.fl_str_mv INAR Process
Replicated Time Series
Time Series Estimation
Whittle criterion
Bayesian Estimation
topic INAR Process
Replicated Time Series
Time Series Estimation
Whittle criterion
Bayesian Estimation
description 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.
publishDate 2005
dc.date.none.fl_str_mv 2005-01-01T00:00:00Z
2005
2011-11-28T16:13:30Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10773/4432
url http://hdl.handle.net/10773/4432
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 1387-5841
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Springer Verlag
publisher.none.fl_str_mv Springer Verlag
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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