A Three-Stage Iterative Procedure for Space-Time Modeling
From MaRDI portal
Publication:110379
DOI10.2307/1268381zbMath0429.62066OpenAlexW2073488975MaRDI QIDQ110379
Phillip E. Pfeifer, Stuart Jay Deutsch, Phillip E. Pfeifer, Stuart Jay Deutsch
Publication date: February 1980
Published in: Technometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1268381
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Stationary stochastic processes (60G10)
Related Items
Markov Chain Markov Field dynamics: Models and statistics, Existence conditions for purely spatial processes, Markow chain markov field dynamics:models and statistics, Bayesian Variable Selection in a Large Vector Autoregression for Origin-Destination Traffic Flow Modelling, Testing for poolability of the space-time autoregressive moving-average model, Clustering space-time series: FSTAR as a flexible STAR approach, Space-time Integer-valued ARMA modelling for time series of counts, A Stationary Spatio‐Temporal GARCH Model, Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference, Application of generalized space-time autoregressive model on GDP data in west European countries, The ARMA alphabet soup: a tour of ARMA model variants, Space–time correlation analysis of traffic flow on road network, Aggregation of space-time processes., Modeling US housing prices by spatial dynamic structural equation models, A spatial-temporal ARMA model of the incidence of hand, foot, and mouth disease in Wenzhou, China, Statistics for Spatio‐Temporal Data, Interpolation of spatial and spatio-temporal Gaussian fields using Gaussian Markov random fields, On the distribution of independence test for the residuals of space-time arma models, Maximum likelihood estimation of a generalized star(p; 1p) model, fsMTS, Independence and sphericity tests for the residuals of space-time arma models, A Spatiotemporal Auto-Regressive Moving Average Model for Solar Radiation, Optimal spatial aggregation of space-time models and applications, Moving average models—time series in m-dimensions, Statistical analysis of multivariate discrete-valued time series, Stationarity and invertibility regions for low order starma models, Clustering of interval time series, The exact likelihood function for a space time model, A Latent Gaussian Markov Random-Field Model for Spatiotemporal Rainfall Disaggregation, On Hypotheses Testing for the Selection of Spatio-Temporal Models, Modeling Dependence in Spatio-Temporal Econometrics
