Statistical Analysis of Spatio-Temporal Data Based on Poisson Conditional Autoregressive Model

Informatica ◽  
2015 ◽  
Vol 26 (1) ◽  
pp. 67-87
Author(s):  
Yuriy Kharin ◽  
Maryna Zhurak
Keyword(s):  
Statistical Analysis ◽  
Autoregressive Model ◽  
Temporal Data ◽  
Conditional Autoregressive Model ◽  
Conditional Autoregressive ◽  
Spatio Temporal

scholarly journals Statistical Analysis of Discrete-valued Time Series by Parsimonious High-order Markov Chains

2020 ◽  
Vol 49 (4) ◽  
pp. 76-88
Author(s):  
Yuriy Kharin
Keyword(s):  
Time Series ◽  
Statistical Analysis ◽  
Statistical Tests ◽  
Computer Experiments ◽  
High Order ◽  
Parametric Models ◽  
Temporal Data ◽  
Statistical Inferences ◽  
Spatio Temporal ◽  
Theoretical Results

Problems of statistical analysis of discrete-valued time series are considered. Two approaches for construction of parsimonious (small-parametric) models for observed discrete data are proposed based on high-order Markov chains.Consistent statistical estimators for parameters of the developed models and some known models, and also statistical tests on the values of parameters are constructed. Probabilistic properties of the constructed statistical inferences are given. The developed theory is also applied for statistical analysis of spatio-temporal data. Theoretical results are illustrated by computer experiments on real statistical data.

Sign in / Sign up

Export Citation Format

Share Document