A bivariate first-order signed integer-valued autoregressive process

A bivariate first-order signed integer-valued autoregressive process

A parametric study for the first-order signed integer-valued autoregressive process

In recent years, many attempts have been made to find accurate models for integer-valued times series. The SINAR (for Signed INteger-valued AutoRegressive) process is one of the most interesting. Indeed, the SINAR model allows negative values both for the series and its autocorrelation function. In this paper, we focus on the simplest SINAR(1) model under some parametric assumptions. Explicitly...

Conditional Maximum Likelihood Estimation of the First-Order Spatial Integer-Valued Autoregressive (SINAR(1,1)) Model

‎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...

Poisson Difference Integer Valued Autoregressive Model of Order one

This paper aims to model integer valued time series with possible negative values and either positive or negative correlations by introducing the Poisson difference integer valued autoregressive model of order one. This model has Poisson difference marginal distribution and is defined by a new operator called the extended binomial thinning operator. It includes previous integer valued autoregre...

Analysis of the M/D/1-type queue based on an integer-valued first-order autoregressive process

In this paper, we propose a queueing model based on an integer-valued rst-order autoregressive(INAR(1)) process. We derive the queue length distribution and its asymptotic decay rate of the proposed model. Also, our numerical study shows that the new model can be considered as an alternative approach to the well-known MMPP=D=1 queue in terms of performance and amount of computational work. c © ...