On Hypotheses Testing for the Selection of Spatio-Temporal Models
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Publication:3440769
DOI10.1111/j.1467-9892.2006.00488.xzbMath1115.62081OpenAlexW2114679438MaRDI QIDQ3440769
T. Subba Rao, Anna Mónica C. Antunes
Publication date: 29 May 2007
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2006.00488.x
likelihood ratio testvector autoregressionnon-nested hypothesesKullback-Leibler information gainspatial-time autoregression
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
Related Items (5)
Modeling Interval Time Series with Space–Time Processes ⋮ Testing for poolability of the space-time autoregressive moving-average model ⋮ Statistics for Spatio‐Temporal Data ⋮ Optimal spatial aggregation of space-time models and applications ⋮ Clustering of interval time series
Cites Work
- A Three-Stage Iterative Procedure for Space-Time Modeling
- Regularity conditions for Cox's test of non-nested hypotheses
- Statistical inference in non-nested econometric models
- Time series: theory and methods.
- Modelling Daily Multivariate Pollutant Data at Multiple Sites
- Estimation and Identification of Space-Time ARMAX Models in the Presence of Missing Data
- A dimension-reduced approach to space-time Kalman filtering
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