A generalised linear space–time autoregressive model with space–time autoregressive disturbances

DOI10.1080/02664763.2015.1092506OpenAlexW2229320701MaRDI QIDQ5138070

Oscar O. Melo, Carlos E. Melo, Jorge Mateu

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2015.1092506

zbMATH Keywords

fixed effect parametersarmed actionsgeneralised linear space-time autoregressive modelrandom effect parametersspace-time autoregressive disturbances modelspace-time generalised estimating equations

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• GLIM
• Spatial Statistics

Cites Work

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