Modeling spatio-temporal data by spatial AR models

zbMath1409.62233MaRDI QIDQ1732740

Aude Illig

Publication date: 25 March 2019

Published in: Journal de la Société Française de Statistique (Search for Journal in Brave)

zbMATH Keywords

predictionorder selectionYule-Walker equationsspatial AR modelsautoregressive coefficients estimatesspace-time datas

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Cites Work

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• Partial autocorrelation function for spatial processes
• Statistical spatial series modelling II: Some further results on unilateral lattice processes
• Statistical spatial series modelling
• The bias of estimators of causal spatial autoregressive processes
• ESTIMATION OF SPATIAL ARMA MODELS
• Asymptotic Results for Spatial ARMA Models
• ON STATIONARY PROCESSES IN THE PLANE

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