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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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| Yayımlandı: | J Am Stat Assoc |
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| Asıl Yazarlar: | , , , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Taylor & Francis
2021
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| Konular: | |
| Online Erişim: | 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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