Identification and Interpretation of First Order Space-Time ARMA Models

DOI10.2307/1268325zbMATH Open0459.62078OpenAlexW4254470929MaRDI QIDQ3909879FDOQ3909879

Authors: Phillip E. Pfeifer, Stuart Jay Deutsch 

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/1268325

zbMATH Keywords

space-time modelingtime series modelinginitial estimatesfirst order STARMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

Cited In (11)

• Markow chain markov field dynamics:models and statistics
• A comparison of estimation procedures for the parameters of the star model
• Consistency and asymptotic normality of least squares estimators in generalized STAR models
• Optimal spatial aggregation of space-time models and applications
• Learning short multivariate time series models through evolutionary and sparse matrix computation
• Spatial effects in dynamic conditional correlations
• A Spatiotemporal Auto-Regressive Moving Average Model for Solar Radiation
• Space-time Integer-valued ARMA modelling for time series of counts
• Markov Chain Markov Field dynamics: Models and statistics
• Group delay, partial group delay and index-lag relationship for multidimensional processes
• Bayesian variable selection in a large vector autoregression for origin-destination traffic flow modelling

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