This article is concerned with a dynamic factor model for spatio- temporal environmental variables. The model is proposed in a state-space formulation which, through the Kalman recursions, allows a unified approach to prediction and estimation. Full probabilistic inference for the model parameters is facilitated by adapting standard Markov chain Monte Carlo (MCMC) algorithms for dynamic linear models to our model formulation.

(2011). Spatial dynamic factor models with environmental applications [conference presentation - intervento a convegno]. Retrieved from http://hdl.handle.net/10446/26753

Spatial dynamic factor models with environmental applications

2011-01-01

Abstract

This article is concerned with a dynamic factor model for spatio- temporal environmental variables. The model is proposed in a state-space formulation which, through the Kalman recursions, allows a unified approach to prediction and estimation. Full probabilistic inference for the model parameters is facilitated by adapting standard Markov chain Monte Carlo (MCMC) algorithms for dynamic linear models to our model formulation.
2011
Valentini, Pasquale; Ippoliti, Luigi; Gamerman, Dani
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10446/26753
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