Score-Driven Modeling of Spatio-Temporal Data
Author:
Affiliation:
1. MRC Biostatistics Unit, University of Cambridge, Cambridge, UK
2. Department of Statistical Sciences, University of Bologna, Bologna, Italy
3. Department of Statistical Sciences, Università Cattolica del Sacro Cuore, Milano, Italy
Funder
Medical Research Council (MRC) International Centre for Genomic Medicine in Neuromuscular Disease
UK Medical Research Council programme
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/01621459.2021.1970571
Reference51 articles.
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4. Billé, A. G., F. Blasques, and L. Catania (2019), “Dynamic Spatial Autoregressive Models With Time-Varying Spatial Weighting Matrices.” Available at https://ssrn.com/abstract=3241470.
5. Feasible invertibility conditions and maximum likelihood estimation for observation-driven models
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