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Vector autoregressive models with spatially structured coefficients for time series on a spatial grid - MaRDI portal

Vector autoregressive models with spatially structured coefficients for time series on a spatial grid (Q2084432)

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scientific article; zbMATH DE number 7603072
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English
Vector autoregressive models with spatially structured coefficients for time series on a spatial grid
scientific article; zbMATH DE number 7603072

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    Vector autoregressive models with spatially structured coefficients for time series on a spatial grid (English)
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    18 October 2022
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    adaptive fused Lasso
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    coefficients homogeneity
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    penalized maximum likelihood
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    regularization
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    spatial clusters
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    spatiotemporal model
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