Testing for poolability of the space-time autoregressive moving-average model

DOI10.1080/03610926.2020.1725052OpenAlexW3006506530MaRDI QIDQ5079100

Andrew Gehman, William W. S. Wei

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1725052

zbMATH Keywords

forecastingVARMA modelaggregate and non-aggregatespace-time series modeltemporal and spatial components

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• A Three-Stage Iterative Procedure for Space-Time Modeling
• When is an aggregate of a time series efficiently forecast by its past?
• Aggregation of space-time processes.
• On Hypotheses Testing for the Selection of Spatio-Temporal Models
• The moments of products of quadratic forms in normal variables
• Space–Time Modelling of Extreme Events
• Stochastic Partial Differential Equation Based Modelling of Large Space–Time Data Sets

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