This work describes a Bayesian approach for model selection in Gaussian conditional autoregressive models and Gaussian simultaneous autoregressive models which are commonly used to describe spatial lattice data. The approach is aimed at situations when all competing models have the same mean structure, but differ on some aspects of their covariance structures. The proposed approach uses as sele...

A sequence of first–order integer–valued autoregressive type (INAR(1)) processes is investigated, where the autoregressive type coefficients converge to 1. It is shown that the limiting distribution of the joint conditional least squares estimators for this coefficient and for the mean of the innovation is normal. Consequences for sequences of Galton–Watson branching processes with unobservable...

Arrivals in queueing systems are typically assumed to be independent and exponentially distributed. Our analysis of an online bookshop, however, shows that there is autocorrelation structure present. First, we adjust the inter-arrival times for diurnal seasonal patterns. Second, model adjusted by generalized autoregressive score (GAS) based on gamma distribution spirit conditional duration (ACD...