Testing for poolability of the space-time autoregressive moving-average model

DOI10.1080/03610926.2020.1725052OpenAlexW3006506530MaRDI QIDQ5079100FDOQ5079100

Authors: Andrew Gehman, William W. S. Wei 

Publication date: 25 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1725052

zbMATH Keywords

forecastingVARMA modelaggregate and non-aggregatespace-time series modeltemporal and spatial components

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A Three-Stage Iterative Procedure for Space-Time Modeling
• When is an aggregate of a time series efficiently forecast by its past?
• Space–Time Modelling of Extreme Events
• Time series analysis. Univariate and multivariate methods.
• The moments of products of quadratic forms in normal variables
• Aggregation of space-time processes.
• On Hypotheses Testing for the Selection of Spatio-Temporal Models
• Stochastic partial differential equation based modelling of large space-time data sets

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