Robust estimation of a dynamic spatio-temporal model with structural change

DOI10.1080/00949655.2016.1217536OpenAlexW2496940027MaRDI QIDQ5106794

Stephen Jun V. Villejo, Erniel B. Barrios, Joseph Ryan G. Lansangan

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1217536

zbMATH Keywords

bootstrapdynamic modelforward searchspatio-temporal modelbackfitting algorithm

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Bootstrap, jackknife and other resampling methods (62F40) Simulation of dynamical systems (37M05)

Uses Software

• astsa

Cites Work

• Unnamed Item
• Estimation of parameterized spatio-temporal dynamic models
• An estimation procedure for a spatial-temporal model
• The kriged Kalman filter. (With discussion)
• Robust Estimation of a Spatiotemporal Model with Structural Change
• Bootstrap procedures in a spatial-temporal model
• Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
• Statistics for Spatial Data
• Nonparametric Hypothesis Testing in a Spatial-Temporal Model: A Simulation Study
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Geostatistical space-time models: a review

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