Vector autoregressive models with spatially structured coefficients for time series on a spatial grid

DOI10.1007/S13253-021-00444-4MaRDI QIDQ2084432zbMATH OpenOpenAlexFDO

Authors Yuan Yan, Hsin-Cheng Huang, Marc G. Genton

Publication date 18 October 2022

Published in Journal of Agricultural, Biological and Environmental Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.02250

zbMATH Keywords

adaptive fused Lassocoefficients homogeneitypenalized maximum likelihoodregularizationspatial clustersspatiotemporal model

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites work

• Adaptive hierarchical priors for high-dimensional vector autoregressions
• Gaussian linear state‐space model for wind fields in the North‐East Atlantic
• Grouping pursuit through a regularization solution surface
• Homogeneity pursuit
• scientific article; zbMATH DE number 2199145 (Why is no real title available?)
• scientific article; zbMATH DE number 2199188 (Why is no real title available?)
• Regularized estimation in sparse high-dimensional time series models
• Solution paths for the generalized Lasso with applications to spatially varying coefficients regression
• Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature
• Sparsity and Smoothness Via the Fused Lasso
• Spatial Homogeneity Pursuit of Regression Coefficients for Large Datasets
• Spatial Modeling With Spatially Varying Coefficient Processes
• Spatiotemporal Hierarchical Bayesian Modeling Tropical Ocean Surface Winds
• Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity
• Statistical estimation in varying coefficient models
• Statistics for spatio-temporal data
• Subset selection for vector autoregressive processes using Lasso
• The Adaptive Lasso and Its Oracle Properties
• The solution path of the generalized lasso

Cited in

(2)

• Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models
• Generalized geographically weighted regression model within a modularized Bayesian framework

Describes a project that uses

Uses Software

• genlasso
• R

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