Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation

DOI10.1016/J.CSDA.2020.107018OpenAlexW3029079406MaRDI QIDQ830623FDOQ830623

Authors: Matthew Edwards, Stefano Castruccio, Dorit Hammerling 

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.11388

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zbMATH Keywords

parallel computationmassive dataspatio-temporal modelstepwise estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Evaluation of likelihood functions for Gaussian signals
• Global space-time models for climate ensembles
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• Principles for statistical inference on big spatio-temporal data from climate models

Cited In (3)

• Improving Bayesian Local Spatial Models in Large Datasets
• Saving storage in climate ensembles: a model-based stochastic approach
• A multivariate global spatiotemporal stochastic generator for climate ensembles

Uses Software

• Stem
• FRK

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