The state space model is widely used to handle time series data driven by related latent processes in many fields. In this article, we suggest a framework to examine the relationship between state space models and ARIMA models by examining the existence and positive-definiteness conditions...

This study investigates the impact of new store entry on market share of existing stores using store market share data and a spatial market response model. Retailers can gain insight into the role of store characteristics in retail competition and predict patronage shifting patterns using the...