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

DOI10.1080/03610926.2020.1725052MaRDI QIDQ5079100zbMATH OpenOpenAlexFDO

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

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