Spatio-temporal count autoregression
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866909387312857088 |
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| author | Maletz, Steffen Fokianos, Konstantinos Fried, Roland |
| author_facet | Maletz, Steffen Fokianos, Konstantinos Fried, Roland |
| contents | We study the problem of modeling and inference for spatio-temporal count processes. Our approach uses parsimonious parameterisations of multivariate autoregressive count time series models, including possible regression on covariates. We control the number of parameters by specifying spatial neighbourhood structures for possibly huge matrices that take into account spatio-temporal dependencies. This work is motivated by real data applications which call for suitable models. Extensive simulation studies show that our approach yields reliable estimators. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_02982 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Spatio-temporal count autoregression Maletz, Steffen Fokianos, Konstantinos Fried, Roland Methodology We study the problem of modeling and inference for spatio-temporal count processes. Our approach uses parsimonious parameterisations of multivariate autoregressive count time series models, including possible regression on covariates. We control the number of parameters by specifying spatial neighbourhood structures for possibly huge matrices that take into account spatio-temporal dependencies. This work is motivated by real data applications which call for suitable models. Extensive simulation studies show that our approach yields reliable estimators. |
| title | Spatio-temporal count autoregression |
| topic | Methodology |
| url | https://arxiv.org/abs/2404.02982 |