Score-Driven Modeling of Spatio-Temporal Data

A simultaneous autoregressive score-driven model with autoregressive disturbances is developed for spatio-temporal data that may exhibit heavy tails. The model specification rests on a signal plus noise decomposition of a spatially filtered process, where the signal can be approximated by a nonlinea...

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Bibliografiske detaljer
Udgivet i:J Am Stat Assoc
Main Authors: Gasperoni, Francesca, Luati, Alessandra, Paci, Lucia, D’Innocenzo, Enzo
Format: Artigo
Sprog:Inglês
Udgivet: Taylor & Francis 2021
Fag:
Theory and Methods
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC7614622/
https://ncbi.nlm.nih.gov/pubmed/37284549
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2021.1970571
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