Model comparison and selection for stationary space-time models

DOI10.1016/J.CSDA.2006.07.038MaRDI QIDQ1020121zbMATH OpenOpenAlexFDO

Authors J. Martínez

Publication date 29 May 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2006.07.038

zbMATH Keywords

Kalman filterBICmaximum likelihoodAICnonseparable and separable spatio-temporal covariance functionsurface shortwave radiation budget (SSRB)

Mathematics Subject Classification ID

Inference from spatial processes (62M30)

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Cited in

(4)

• Model selection with misspecified spatial covariance structure
• Optimal spatial aggregation of space-time models and applications
• Maximum likelihood estimation of the multivariate hidden dynamic geostatistical model with application to air quality in Apulia, Italy
• Performance of information criteria for spatial models

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