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Title: Statistical Forecasting Based on Binomial Conditional Autoregressive Model of Spatio-Temporal Data
Authors: Kharin, Yuriy
Zhurak, Maryna
Keywords: 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.
ISSN: 0204-9805
Appears in Collections:2017 Volume 27

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