NONPARAMETRIC PREDICTION WITH SPATIAL DATA
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Publication:6078281
DOI10.1017/S0266466622000226arXiv2008.04269OpenAlexW3048113364WikidataQ114654185 ScholiaQ114654185MaRDI QIDQ6078281FDOQ6078281
Authors: Abhimanyu Gupta, Javier Hidalgo 
Publication date: 24 October 2023
Published in: Econometric Theory (Search for Journal in Brave)
Abstract: We describe a (nonparametric) prediction algorithm for spatial data, based on a canonical factorization of the spectral density function. We provide theoretical results showing that the predictor has desirable asymptotic properties. Finite sample performance is assessed in a Monte Carlo study that also compares our algorithm to a rival nonparametric method based on the infinite AR representation of the dynamics of the data. Finally, we apply our methodology to predict house prices in Los Angeles.
Full work available at URL: https://arxiv.org/abs/2008.04269
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