Prediction for spatio-temporal models with autoregression in errors

Journal of Nonparametric Statistics

Volumn 24, Issue 1, 2012, Pages 217-244

  Wang, Hongxia ^a   Wang, Jinde ^b   Huang, Bo ^c  

^a SOUTHEAST UNIVERSITY   (China)

^b NANJING UNIVERSITY   (China)

^c CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

local linear estimation; nonparametric iteration produce; spatio temporal autoregression; spatio temporal model

Indexed keywords

EID: 84863142526     PISSN: 10485252     EISSN: 10290311     Source Type: Journal    
DOI: 10.1080/10485252.2011.616893     Document Type: Article

References (35)

1. Anselin, L. The Moran Scatterplot as an ESDA tool to Assess Local Instability in Spatial Association. Paper Presented at the GISDATA Specialist Meeting on GIS and Spatial Analysis. December1-5, Amsterdam, The Netherlands. (Research Paper 9330, Regional Research Institute, West Virginia University)
2. Biau, G. and Cadre, B. 2004. Nonparametric Spatial Prediction. Statistical Inference for Stochastic Process, 7: 327-349.
3. Bodnar, S. and Schmidm, W. 2010. Nonlinear Locally Weighted Kriging Prediction for Spatio-Temporal Environmental Processes. Environmetrics, 21: 365-381.
4. Cleveland, W. S. 1979. Robust Locally Weighted Regression and Smoothing Scatterplots. Journal of the American Statistical Association, 74: 829-836.
5. Cleveland, W. S. and Loader, C. 1996. "Smoothing by Local Regression: Principles and Methods". In Statistical Theory and Computational Aspects of Smoothing, Edited by: Hardle, W. and Schimek, M. G. 10-49. Heidelberg: Physica.
6. Cliff, A. D. and Ord, J. K. 1975. Space-Time Modeling with an Application to Regional Forcasting. Transactions of the Institute of British Geographers, 66: 119-128.
7. Cressie, N. A.C. 1993. Statistics for Spatial Data, New York: Wiley.
8. Crowder, M. J. 1980. On the Asymptotic Properties of Least-Squares Estimators in Autoregression. The Annals of Statistics, 1: 132-146.
9. Deo, C. M. 1973. A Note on Empirical Process of Strong Mixing Sequences. The Annals of Statistics, 1: 870-875.
10. Deutsch, S. J. and Ramos, J. A. 1986. Space-Time Modeling of Vector Hydrologic Sequences. Water Resources Bulletin, 22: 967-980.
11. Dubin, R. 1988. Estimation of Regression Coefficients in the Presence of Spatially Autocorrelated Error Terms. Review of Economics and Statistics, 70: 466-474.
12. Fan, J. 1992. Design-Adaptive Nonparametric Regression. Journal of the American Statistical Association, 87: 998-1004.
13. Fan, J. and Gijbels, I. 1992. Variable Bandwidth and Local Linear Regression Smoothers. The Annals of Statistics, 20: 2008-2036.
14. Fan, J. and Gijbels, I. 1995. Data-Driven Bandwidth Selection in Local Polynomial Fitting: Variable Bandwidth and Spatial Adaptation. Journal of the Royal Statistical Society. Series B, 57: 371-394.
15. Fontanella, L. and Ippoliti, L. 2003. Dynamic Models for Space-Time Prediction via Karhunen-Lo ve Expansion. Statistical Methods & Applications, 12: 61-78.
16. Hallin, M., Lu, Z. and Tran, L. T. 2004. Local Linear Spatial Regression. The Annals of Statistics, 32: 2469-2500.
17. Hill, R. C., Knight, J. R. and Sirmans, C. F. 1997. Estimating Capital Asset Price Indices. Review of Economics and Statistics, 78: 226-233.
18. Ibragimov, I. A., Linnik and Yu, V. 1971. Independent and Stationary Sequences of Random Variables, Groningen: Wolters-Noordhoff.
19. Laco, S. D., Palma, M. and Posa, D. 2005. Modeling and Prediction of Multivariate Space-Time Random Fields. Computational Statistics & Data Analysis, 48: 525-547.
20. Lin, Z., Li, D. and Gao, J. 2009. Local Linear M-Estimation in Non-Parametric Spatial Regression. Journal of Time Series Analysis, 30: 286-314.
21. Lu, Z. and Chen, X. 2004. Spatial Kernel Regression Estimation: Weak Consistency. Statistics & Probability Letters, 68: 125-136.
22. Lu, Z. and Linton, O. 2007. Local Linear Fitting under Near Epoch Dependence. Econometric Theory, 23: 37-70.
23. Masry, E. and Fan, J. 1997. Local Polynomial Estimation of Regression Functions for Mixing Processes. Scandinavian Journal of Statistics, 24: 165-179.
24. Moran, P. A.P. 1948. The Interpretation of Statistical Maps. Journal of the Royal Statistical Society B, 10: 243-251.
25. Nappi-Choulet, I. and Maury, T. P. 2009. A Spatio-Temporal Autoregressive Price Index for the Paris Office Property Market. Real Estate Economics, 37: 305-340.
26. Nunes, C. and Soares, A. 2005. Geostatistical Space-Time Simulation Model for Air Quality Prediction. Environmetrics, 16: 393-404.
27. Pace, P. K. and Barry, R. 1997. Sparse Spatial Autoregressions. Statistics & Probability Letters, 33: 291-297.
28. Pace, P. K., Barry, R., Clapp, J. and Rodriguez, M. 1998. Spatio-Temporal Estimation of Neighborhood Effects. Journal of Real Estate Finance and Economics, 17: 15-33.
29. Pace, R. K., Barry, R., Gilley, O. W. and Sirmans, C. F. 2000. A Method for Spatial-Temporal Forcasting with an Application to Real Estate Price. International Journal of Forecasting, 16: 229-246.
30. Ruppert, D. and Wand, M. P. 1994. Multivariate Locally Weighted Least Squares Regression. The Annals of Statistics, 22: 1346-1370.
31. Stone, C. J. 1977. Consistent Nonparametric Regression (with Discussion). The Annals of Statistics, 5: 595-645.
32. Su, L. and Ullah, A. 2006. More Efficient Estimation in Nonparametric Regression with Nonparametric Autocorrelated Errors. Econometric Theory, 22: 98-126.
33. Sun, H., Tu, Y. and Yu, S. 2005. A Spatio-Temporal Autoregressive Model for Multi-Unit Residential Market Analysis. The Journal of Real Estate Finance and Economics, 31(2): 155-187.
34. Szummer, M. and Picard, R. W. 1996. Temporal Texture Modeling, Cambridge, MA: MIT Media Laboratory, Manuscript.
35. Wang, H. and Wang, J. 2009. Estimation of the Trend Function for Spatio-Temporal Models. Journal of Nonparametric Statistics, 21: 567-588.