Generalized spatial dynamic factor models
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Publication:901501
DOI10.1016/j.csda.2010.09.020zbMath1328.65032OpenAlexW1993511029MaRDI QIDQ901501
Hedibert Freitas Lopes, Esther Salazar, Dani Gamerman
Publication date: 12 January 2016
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.09.020
Gaussian processMarkov chain Monte Carloexponential familyfactor modelreversible jumpsampling schemes
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Uses Software
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