Spatial autoregression and related spatio-temporal models

  • Authors:
  • Chunsheng Ma

  • Affiliations:
  • Department of Mathematics and Statistics, Wichita State University, Wichita, KS

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2004

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Abstract

We propose a spatial autoregressive random field of order p on the spatial domain Rd for p ≥ 2 in this paper, whose univariate margins are the continuous-time autoregression of order p on the real line, and introduce a class of semiparametric spatio-temporal covariance models stationary in space with the spatial autoregressive margin.