Dynamic Factor Modelling with Spatially Multi-scale Structures for Spatio-temporal Data

DOI10.1142/9781786345400_0011zbMath1398.62134OpenAlexW2799933749MaRDI QIDQ4553869

Takamitsu Araki, Shotaro Akaho

Publication date: 1 November 2018

Published in: Statistical Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9781786345400_0011

zbMATH Keywords

spatio-temporal datafactor modelling

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Ridge regression; shrinkage estimators (Lasso) (62J07)

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