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Score-Driven Modeling of Spatio-Temporal Data
A simultaneous autoregressive score-driven model with autoregressive disturbances is developed for spatio-temporal data that may exhibit heavy tails. The model specification rests on a signal plus noise decomposition of a spatially filtered process, where the signal can be approximated by a nonlinea...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Taylor & Francis
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7614622/ https://www.ncbi.nlm.nih.gov/pubmed/37284549 http://dx.doi.org/10.1080/01621459.2021.1970571 |