Related papers: Semiparametric Spatiotemporal Model with Mixed Fre…
In the analysis of multivariate spatial and univariate spatio-temporal data, it is commonly recognized that asymmetric dependence may exist, which can be addressed using an asymmetric (matrix or space-time, respectively) covariance function…
The stochastic frontier model with heterogeneous technical efficiency explained by exoge-nous variables is augmented with a spatial-temporal component, a generalization relaxing the panel independence assumption in a panel data. The…
We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model…
A partially linear probit model for spatially dependent data is considered. A triangular array setting is used to cover various patterns of spatial data. Conditional spatial heteroscedasticity and non-identically distributed observations…
Semiparametric forecasting and filtering are introduced as a method of addressing model errors arising from unresolved physical phenomena. While traditional parametric models are able to learn high-dimensional systems from small data sets,…
Nonstationarity is a major challenge in analyzing spatial data. For example, daily precipitation measurements may have increased variability and decreased spatial smoothness in areas with high mean rainfall. Common nonstationary covariance…
The trade-off in remote sensing instruments that balances the spatial resolution and temporal frequency limits our capacity to monitor spatial and temporal dynamics effectively. The spatiotemporal data fusion technique is considered as a…
In this paper, we propose a Bayesian matrix-variate spatiotemporal modeling framework for jointly analyzing multiple response variables observed at spatial locations over time. The approach relaxes the standard assumption of spatial…
It is widely admitted that structured nonparametric modeling that circumvents the curse of dimensionality is important in nonparametric estimation. In this paper we show that the same holds for semi-parametric estimation. We argue that…
When predicting scalar responses in the situation where the explanatory variables are functions, it is sometimes the case that some functional variables are related to responses linearly while other variables have more complicated…
In this paper, we propose a semi-parametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-specific effects and can be viewed as a nonlinear…
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional…
Max-stable processes have been expanded to quantify extremal dependence in spatio-temporal data. Due to the interaction between space and time, spatio-temporal data are often complex to analyze. So, characterizing these dependencies is one…
Estimation of the covariance structure of spatial processes is of fundamental importance in spatial statistics. In the literature, several non-parametric and semi-parametric methods have been developed to estimate the covariance structure…
Climate modelers generally require meteorological information on regular grids, but monitoring stations are, in practice, sited irregularly. Thus, there is a need to produce public data records that interpolate available data to a high…
This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…
In several application fields like daily pluviometry data modelling, or motion analysis from image sequences, observations contain two components of different nature. A first part is made with discrete values accounting for some symbolic…
In this paper we study the problem of statistical inference on the parameters of the semiparametric variance-mean mixtures. This class of mixtures has recently become rather popular in statistical and financial modelling. We design a…
In this work, we propose a deep learning-based method to perform semiparametric regression analysis for spatially dependent data. To be specific, we use a sparsely connected deep neural network with rectified linear unit (ReLU) activation…