𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Space–time analysis using a general product–sum model

✍ Scribed by S.De Iaco; D.E. Myers; D. Posa


Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
92 KB
Volume
52
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


A general class of nonseparable space–ti
✍ Thaís C. O. Fonseca; Mark F. J. Steel 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 633 KB

The aim of this work is to construct nonseparable, stationary covariance functions for processes that vary continuously in space and time. Stochastic modelling of phenomena over space and time is important in many areas of application. But choice of an appropriate model can be difficult as we need t

Estimation for a class of generalized st
✍ T. Fukasawa; I.V. Basawa 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 185 KB

State-space models with exponential and conjugate exponential family densities are introduced. Examples include Poisson-Gamma, Binomial-Beta, Gamma-Gamma and Normal-Normal processes. Maximum likelihood and quasilikelihood estimators and their properties are discussed. Results from a simulation study