SPACE-TIME ARMA MODELING WITH CONTEMPORANEOUSLY CORRELATED INNOVATIONS

被引:28
|
作者
DEUTSCH, SJ [1 ]
PFEIFER, PE [1 ]
机构
[1] UNIV VIRGINIA,COLGATE DARDEN GRAD SCH,CHARLOTTESVILLE,VA 22906
关键词
D O I
10.2307/1268231
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:401 / 409
页数:9
相关论文
共 50 条
  • [21] Space-time modeling of rainfall data
    Velarde, LGC
    Migon, HS
    Pereira, BD
    ENVIRONMETRICS, 2004, 15 (06) : 561 - 576
  • [22] FORTRAN programs for space-time modeling
    De Cesare, L
    Myers, DE
    Posa, D
    COMPUTERS & GEOSCIENCES, 2002, 28 (02) : 205 - 212
  • [23] Periodically Correlated Space-Time Autoregressive Hilbertian Processes
    M. Hashemi
    J. Mateu
    A. Zamani
    Journal of Statistical Theory and Applications, 2021, 20 : 164 - 170
  • [24] Space-time modeling of traffic flow
    Kamarianakis, Y
    Prastacos, P
    COMPUTERS & GEOSCIENCES, 2005, 31 (02) : 119 - 133
  • [25] Space-time modeling of soil moisture
    Chen, Zijuan
    Mohanty, Binayak P.
    Rodriguez-Iturbe, Ignacio
    ADVANCES IN WATER RESOURCES, 2017, 109 : 343 - 354
  • [26] Analysis of space-time coding in correlated fading channels
    Hedayat, A
    Shah, H
    Nosratinia, A
    IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, 2005, 4 (06) : 2882 - 2891
  • [27] Asymmetric space-time correlated continuous-time random walk
    Zhu, Ping
    Hu, Yuhang
    Liu, Jian
    EUROPEAN PHYSICAL JOURNAL B, 2023, 96 (06):
  • [28] Modeling Interval Time Series with Space-Time Processes
    Teles, Paulo
    Brito, Paula
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2015, 44 (17) : 3599 - 3627
  • [29] A generalized space-time ARMA model with an application to regional unemployment analysis in Italy
    Di Giacinto, V
    INTERNATIONAL REGIONAL SCIENCE REVIEW, 2006, 29 (02) : 159 - 198
  • [30] IDENTIFICATION AND INTERPRETATION OF 1ST ORDER SPACE-TIME ARMA MODELS
    PFEIFER, PE
    DEUTSCH, SJ
    TECHNOMETRICS, 1980, 22 (03) : 397 - 408