Please use this identifier to cite or link to this item: https://hdl.handle.net/10216/98994
Author(s): Isabel Silva
M. Eduarda Silva
Isabel Pereira
Nélia Silva
Title: Replicated INAR(1) processes
Issue Date: 2005
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.
Subject: Estatística, Matemática
Statistics, Mathematics
Scientific areas: Ciências exactas e naturais::Matemática
Natural sciences::Mathematics
URI: https://repositorio-aberto.up.pt/handle/10216/98994
Document Type: Artigo em Revista Científica Internacional
Rights: restrictedAccess
Appears in Collections:FCUP - Artigo em Revista Científica Internacional
FEUP - Artigo em Revista Científica Internacional

Files in This Item:
File Description SizeFormat 
52747.pdf
  Restricted Access
610.17 kBAdobe PDF    Request a copy from the Author(s)


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.