Simulation-based inference for simultaneous processes on regular lattices

Xavier De Luna*, Marc Genton

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

The article proposes a simulation-based inferential method for simultaneous processes defined on a regular lattice. The focus is on spatio-temporal processes with a simultaneous component, that is such that contemporaneous spatial neighbors are potential explanatory variables in the model. The new method has the advantage of being simpler to implement than maximum likelihood and allows us to propose a robust estimator. We give asymptotic properties, present a Monte Carlo study and an illustrative example.

Original languageEnglish (US)
Pages (from-to)125-134
Number of pages10
JournalStatistics and Computing
Volume12
Issue number2
DOIs
StatePublished - Dec 1 2002

Keywords

  • Indirect inference
  • Quadrant process
  • Robust estimation
  • Spatio-temporal process
  • Yule-Walker estimator

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Computational Theory and Mathematics

Fingerprint Dive into the research topics of 'Simulation-based inference for simultaneous processes on regular lattices'. Together they form a unique fingerprint.

Cite this