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

DOI10.1007/S13253-021-00444-4OpenAlexW3134382996MaRDI QIDQ2084432

Yuan Yan, Marc G. Genton, Hsin-Cheng Huang

Publication date: 18 October 2022

Published in: Journal of Agricultural, Biological, and Environmental Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.02250

zbMATH Keywords

regularizationpenalized maximum likelihoodspatiotemporal modelspatial clustersadaptive fused Lassocoefficients homogeneity

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Uses Software

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• genlasso

Cites Work

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• Spatiotemporal Hierarchical Bayesian Modeling Tropical Ocean Surface Winds
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• Sparsity and Smoothness Via the Fused Lasso
• Spatial Homogeneity Pursuit of Regression Coefficients for Large Datasets
• Grouping Pursuit Through a Regularization Solution Surface
• Homogeneity Pursuit
• Gaussian linear state‐space model for wind fields in the North‐East Atlantic

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