spatio-temporal data vector Markov chain maximum likelihood estimator statistical hypotheses testing optimal forecasting statistic
Issue Date:
2017
Publisher:
Institute of Mathematics and Informatics at the Bulgarian Academy of Sciences
Citation:
Pliska Studia Mathematica Bulgarica, Vol. 27, No 1, (2017), 23p-36p
Abstract:
Binomial conditional autoregressive model of spatio-temporal data is presented. Asymptotic properties of the maximum likelihood estimators of parameters for the binomial conditionally autoregressive model of spatiotemporal data are studied. Statistical tests on the values of true unknown parameters are constructed. Results of computer experiments on simulated and real data are given. 2010 Mathematics Subject Classification: 62-07, 62M20, 62M30.
