92,166 research outputs found

    Estimation and forecasting in SUINAR(1) model

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    This work considers a generalization of the INAR(1) model to the panel data first order Seemingly Unrelated INteger AutoRegressive Poisson model, SUINAR(1). It presents Bayesian and classical methodologies to estimate the parameters of Poisson SUINAR(1) model and to forecast future observations of the process. In particular, prediction intervals for forecasts - classical approach - and HPD prediction intervals - Bayesian approach - are derived. A simulation study is provided to give additional insight into the finite sample behaviour of the parameter estimates and forecasts

    Replicated INAR(1) processes

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    Replicated time series are a particular type of repeated measures, which consist of time-sequences of measurements taken from several subjects (experimental units). We consider independent replications of count time series that are modelled by first-order integer-valued autoregressive processes, INAR(1). In this work, we propose several estimation methods using the classical and the Bayesian approaches and both in time and frequency domains. Furthermore, we study the asymptotic properties of the estimators. The methods are illustrated and their performance is compared in a simulation study. Finally, the methods are applied to a set of observations concerning sunspot data.PRODEP II

    Phase diagram of two-component dipolar fermions in one-dimensional optical lattices

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    We theoretically map out the ground state phase diagram of interacting dipolar fermions in one-dimensional lattice. Using a bosonization theory in the weak coupling limit at half filing, we show that one can construct a rich phase diagram by changing the angle between the lattice orientation and the polarization direction of the dipoles. In the strong coupling limit, at a general filing factor, we employ a variational approach and find that the emergence of a Wigner crystal phases. The structure factor provides clear signatures of the particle ordering in the Wigner crystal phases.Comment: Published Version (Physics Letters A
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