首页   按字顺浏览 期刊浏览 卷期浏览 Estimation and Identification of Space-Time ARMAX Models in the Presence of Missing Data
Estimation and Identification of Space-Time ARMAX Models in the Presence of Missing Data

 

作者: DavidS. Stoffer,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1986）
卷期: Volume 81, issue 395  

页码: 762-772

 

ISSN:0162-1459

 

年代: 1986

 

DOI:10.1080/01621459.1986.10478333

 

出版商: Taylor & Francis Group

 

关键词: Spatial time series;STARMAX model;Asymptotic stationarity;State-space model

 

数据来源: Taylor

 

摘要:

A method for modeling and fitting multivariate spatial time series data based on current spatial methodology coupled with the parameterization of the ARMAX model is presented. Because of the physical constraints imposed on multivariate data collection in both space and time, the estimation and identification procedures tolerate general patterns of missing or incomplete data.

 

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