On Hypotheses Testing for the Selection of Spatio-Temporal Models

DOI10.1111/J.1467-9892.2006.00488.XMaRDI QIDQ3440769zbMATH OpenOpenAlexFDO

Authors Anna Mónica C. Antunes, T. Subba Rao

Publication date 29 May 2007

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.2006.00488.x

zbMATH Keywords

Kullback-Leibler information gainlikelihood ratio testnon-nested hypothesesspatial-time autoregressionvector autoregression

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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Cites work

• A dimension-reduced approach to space-time Kalman filtering
• A Three-Stage Iterative Procedure for Space-Time Modeling
• Estimation and Identification of Space-Time ARMAX Models in the Presence of Missing Data
• Modelling Daily Multivariate Pollutant Data at Multiple Sites
• Regularity conditions for Cox's test of non-nested hypotheses
• Statistical inference in non-nested econometric models
• Time series: theory and methods.

Cited in

(12)

• Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques
• Model comparison and selection for stationary space-time models
• Parametric restrictions in random fields for binary space-time data series
• A likelihood ratio test for spatial model selection
• Optimal spatial aggregation of space-time models and applications
• Clustering of interval time series
• Modeling interval time series with space-time processes
• Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity
• An asymptotic test for separability of a spatial autoregressive model
• Testing for poolability of the space-time autoregressive moving-average model
• Nonparametric Hypothesis Testing in a Spatial-Temporal Model: A Simulation Study
• Statistics for Spatio‐Temporal Data

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