Conference Agenda
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Discrete time series Location: 0.002 Session Chair: Christian H. Weiß | |
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Integer-valued random field models Helmut-Schmidt-Universität, Germany Ghodsi et al. (2012) have introduced the first-order integer-valued autoregressive model for count random fields as a planar analogue of the classical INAR(1) model, designed for count data observed on a regular lattice. We extend this framework to higher-order dependence structures and derive key stochastic properties of the resulting models. Building on this approach, we further propose two additional count random field models: the CINAR random field model and the INMA random field model. For each model, we investigate fundamental properties and provide a comparative analysis highlighting their respective strengths and limitations. Ghodsi, A., Shitan, M., & Bakouch, H. S. (2012). A first-order spatial integer-valued autoregressive SINAR (1, 1) model. Communications in Statistics-Theory and Methods, 41(15), 2773-2787. | |
