Semiparametric spatio-temporal covariance models with the ARMA temporal margin

被引：0

作者：

Chunsheng Ma

机构：

[1] Wichita State University,Department of Mathematics and Statistics

来源：

Annals of the Institute of Statistical Mathematics | 2005年 / 57卷

关键词：

Autoregressive and moving average; covariance; intrinsically stationary; long-range dependence; stationary; variogram;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Starting from a purely spatial variogram, this paper derives a class of semiparametric spatio-temporal covariance models that are stationary in time but not necessarily stationary in space. In particular, we obtain spatio-temporal covariance models with the continuous-time autoregressive and moving average (ARMA) temporal margin and long-range dependent spatial margin.

引用

页码：221 / 233

页数：12

共 50 条

[1] Semiparametric spatio-temporal covariance models with the ARMA temporal margin
Ma, CS
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2005, 57 (02) : 221 - 233
[2] Spatio-temporal variograms and covariance models
Ma, CS
[J]. ADVANCES IN APPLIED PROBABILITY, 2005, 37 (03) : 706 - 725
[3] Spatio-temporal stationary covariance models
Ma, CS
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2003, 86 (01) : 97 - 107
[4] Families of spatio-temporal stationary covariance models
Ma, C
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2003, 116 (02) : 489 - 501
[5] Time varying spatio-temporal covariance models
Ip, Ryan H. L.
Li, W. K.
[J]. SPATIAL STATISTICS, 2015, 14 : 269 - 285
[6] Recent developments on the construction of spatio-temporal covariance models
Ma, Chunsheng
[J]. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2008, 22 (Suppl 1) : S39 - S47
[7] Blockwise Euclidean likelihood for spatio-temporal covariance models
Morales-Onate, Victor
Crudu, Federico
Bevilacqua, Moreno
[J]. ECONOMETRICS AND STATISTICS, 2021, 20 : 176 - 201
[8] Covariate-dependent spatio-temporal covariance models
Chin, Yen-Shiu
Hsu, Nan-Jung
Huang, Hsin-Cheng
[J]. SPATIAL STATISTICS, 2024, 63
[9] Recent developments on the construction of spatio-temporal covariance models
Chunsheng Ma
[J]. Stochastic Environmental Research and Risk Assessment, 2008, 22 : 39 - 47
[10] Semiparametric spatio-temporal frailty modeling
Banerjee, S
Carlin, BP
[J]. ENVIRONMETRICS, 2003, 14 (05) : 523 - 535

← 1 2 3 4 5 →