On hypotheses testing for the selection of the spatio-temporal models

Antunes, Ana Mónica C. and Subba Rao, Tata (2006) On hypotheses testing for the selection of the spatio-temporal models. Journal of Time Series Analysis, 27 (5). pp. 767-791. ISSN 0143-9782

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Several models have been proposed in recent years for analysing spatial data and also, to some extent, spatio-temporal data. One of the important problems, namely the choice of an appropriate model for describing real data sets, remains unsolved. Here we consider the analysis of spatio-temporal processes from which observations over space and time are available. We propose statistical tests for discriminating between space-time autoregressive processes and multivariate autoregressive processes. The sampling properties of the proposed tests are considered. We illustrate the methods with a real example. We use the above tests to find the best model to describe spatio-temporal variations of hourly carbon monoxide measurements at four locations in London in January 2004.

Item Type: Article
Uncontrolled Keywords: Cox test statistic; likelihood ratio; non-nested hypotheses; space–time process; space–time AR process; carbon monoxide concentrations.
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 62 Statistics
Depositing User: Ms Lucy van Russelt
Date Deposited: 16 Aug 2006
Last Modified: 20 Oct 2017 14:12
URI: https://eprints.maths.manchester.ac.uk/id/eprint/525

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