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Related papers: Functional Spatial Autoregressive Models

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In this paper, we propose a two-step lasso estimation approach to estimate the full spatial weights matrix of spatiotemporal autoregressive models. In addition, we allow for an unknown number of structural breaks in the local means of each…

Computation · Statistics 2022-08-11 Philipp Otto , Rick Steinert

The explicit calculation of the scaling form of the two-time autocorrelation function in phase-ordering kinetics and in those cases of non-equilibrium critical dynamics where the dynamical exponent z=2 through the extension of dynamical…

Statistical Mechanics · Physics 2011-02-16 Malte Henkel , Florian Baumann

We propose a novel approximate factor model tailored for analyzing time-dependent curve data. Our model decomposes such data into two distinct components: a low-dimensional predictable factor component and an unpredictable error term. These…

Econometrics · Economics 2025-02-26 Sven Otto , Nazarii Salish

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

Model-based approaches bear great promise for decision making of agents interacting with the physical world. In the context of spatial environments, different types of problems such as localisation, mapping, navigation or autonomous…

Machine Learning · Statistics 2019-06-21 Atanas Mirchev , Baris Kayalibay , Maximilian Soelch , Patrick van der Smagt , Justin Bayer

A closed mathematical model of the statistical self-gravitating system of scalar charged particles for conformal invariant scalar interactions is constructed on the basis of relativistic kinetics and gravitation theory. Asymptotic…

General Relativity and Quantum Cosmology · Physics 2015-08-13 Yurii Ignat'ev

Spatial association and heterogeneity are two critical areas in the research about spatial analysis, geography, statistics and so on. Though large amounts of outstanding methods has been proposed and studied, there are few of them tend to…

Econometrics · Economics 2018-03-26 Zihao Yuan

Functional data present as functions or curves possessing a spatial or temporal component. These components by nature have a fixed observational domain. Consequently, any asymptotic investigation requires modelling the increased correlation…

Methodology · Statistics 2024-03-11 Cory W. Natoli , Edward D. White , Beau A. Nunnally , Alex J. Gutman , Raymond R. Hill

The vector autoregressive (VAR) model has been widely used for modeling temporal dependence in a multivariate time series. For large (and even moderate) dimensions, the number of AR coefficients can be prohibitively large, resulting in…

Applications · Statistics 2013-10-21 Richard A. Davis , Pengfei Zang , Tian Zheng

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

Statistics Theory · Mathematics 2022-01-14 Qin Fang , Shaojun Guo , Xinghao Qiao

We consider the problem of fitting a relationship (e.g. a potential scientific law) to data involving multiple variables. Ordinary (least squares) regression is not suitable for this because the estimated relationship will differ according…

Methodology · Statistics 2024-09-05 Chris Tofallis

A linear multiple regression model in function spaces is formulated, under temporal correlated errors. This formulation involves kernel regressors. A generalized least-squared regression parameter estimator is derived. Its asymptotic…

Statistics Theory · Mathematics 2018-08-07 M. D. Ruiz-Medina , D. Miranda , R. M. Espejo

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

Methodology · Statistics 2020-09-22 Baoluo Sun , Zhiqiang Tan

We extend generalized functional linear models under independence to a situation in which a functional covariate is related to a scalar response variable that exhibits spatial dependence-a complex yet prevalent phenomenon. For estimation,…

Methodology · Statistics 2026-05-22 Sooran Kim , Mark S. Kaiser , Xiongtao Dai

The autologistic model and related auto-models, commonly applied as autocovariate regression, offer distinct advantages for analysing spatially autocorrelated ecological data. However, comparative studies by Carl and K\"uhn (Ecol. Model.,…

Quantitative Methods · Quantitative Biology 2015-01-28 David C. Bardos , Gurutzeta Guillera-Arroita , Brendan A. Wintle

We propose an Embedding Network Autoregressive Model for multivariate networked longitudinal data. We assume the network is generated from a latent variable model, and these unobserved variables are included in a structural peer effect…

Methodology · Statistics 2025-03-25 Jae Ho Chang , Subhadeep Paul

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

Functional data analysis has been extensively conducted. In this study, we consider a partially functional model, under which some covariates are scalars and have linear effects, while some other variables are functional and have…

Methodology · Statistics 2023-01-11 Weijuan Liang , Qingzhao Zhang , Shuangge Ma

Dynamical phenomena such as infectious diseases are often investigated by following up subjects longitudinally, thus generating time to event data. The spatial aspect of such data is also of primordial importance, as many infectious…

Methodology · Statistics 2020-10-13 Ajmal Oodally , Estelle Kuhn , Klara Goethals , Luc Duchateau

Functional data describe a wide range of processes, such as growth curves and spectral absorption. In this study, we analyze air pollution data from the In-service Aircraft for a Global Observing System, focusing on the spatial interactions…

Methodology · Statistics 2024-11-14 Rita Fici , Gianluca Sottile , Luigi Augugliaro , Ernst-Jan Camiel Wit
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