Replicated INAR(1) processes

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, INA...

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Bibliographic Details
Main Author: Silva, I (author)
Other Authors: Silva, ME (author), Pereira, I (author), Silva, N (author)
Format: article
Language:eng
Published: 2011
Subjects:
Online Access:http://hdl.handle.net/10773/4432
Country:Portugal
Oai:oai:ria.ua.pt:10773/4432
Description
Summary: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.