Conditional Least Squared (CLS) Method for the Model SINAR(1,1)
Conditional least square estimates for a SINAR(1,1) process.
Empirical estimate for the Covariance matrix in the Klimko-Nelson.
Empirical estimate for the matrix V in the Klimko-Nelson.
Empirical estimate for the matrix W in the Klimko-Nelson.
Simulating SINAR(1,1) process with innovations from a poison distribut...
Compute the value of matrix V using the coefficients.
Variance of standard deviation of epsilon.
Empirical estimate for the variance of innovations.
Implementation of the Conditional Least Square (CLS) estimates and its covariance matrix for the first-order spatial integer-valued autoregressive model (SINAR(1,1)) proposed by Ghodsi (2012) <doi:10.1080/03610926.2011.560739>.