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We propose a new approach to the autoregressive spatial functional model, based on the notion of signature, which represents a function as an infinite series of its iterated integrals. It presents the advantage of being applicable to a wide…

Methodology · Statistics 2024-03-13 Camille Frévent

We propose a spatial autoregressive model for a multivariate response variable and functional covariates. The approach is based on the notion of signature, which represents a function as an infinite series of its iterated integrals and…

Statistics Theory · Mathematics 2025-07-16 Camille Frévent , Issa-Mbenard Dabo

This study introduces a novel spatial autoregressive model in which the dependent variable is a function that may exhibit functional autocorrelation with the outcome functions of nearby units. This model can be characterized as a…

Econometrics · Economics 2024-10-02 Tadao Hoshino

We introduce a new class of conditional autoregressive models for spatially dependent functional data, formulated through conditional means given neighboring functional observations and characterized by a covariance operator and a spatial…

Methodology · Statistics 2026-05-22 Sooran Kim

This paper extends Bayesian mortality projection models for multiple populations considering the stochastic structure and the effect of spatial autocorrelation among the observations. We explain high levels of overdispersion according to…

Methodology · Statistics 2021-03-08 Zhen Liu , Xiaoqian Sun , Yu-Bo Wang

This paper presents an innovative extension of spatial autoregressive (SAR) models, introducing spatial coefficients specific to each spatial region that evolve over time. The proposed estimation methodology covers both homoscedastic and…

Methodology · Statistics 2025-02-24 N. A. Cruz , D. A. Romero , O. O. Melo

We have developed a new signature-based spatial scan statistic for functional data (SigFSS). This scan statistic can be applied to both univariate and multivariate functional data. In a simulation study, SigFSS almost always performed…

Methodology · Statistics 2025-12-01 Camille Frévent

We propose a nonstationary functional time series forecasting method with an application to age-specific mortality rates observed over the years. The method begins by taking the first-order differencing and estimates its long-run covariance…

Methodology · Statistics 2024-11-20 Han Lin Shang , Yang Yang

We propose a new class of spatio-temporal models with unknown and banded autoregressive coefficient matrices. The setting represents a sparse structure for high-dimensional spatial panel dynamic models when panel members represent economic…

Methodology · Statistics 2018-04-19 Zhaoxing Gao , Yingying Ma , Hansheng Wang , Qiwei Yao

We study the problem of modeling and inference for spatio-temporal count processes. Our approach uses parsimonious parameterisations of multivariate autoregressive count time series models, including possible regression on covariates. We…

Methodology · Statistics 2024-11-14 Steffen Maletz , Konstantinos Fokianos , Roland Fried

Autoregressive models are ubiquitous tools for the analysis of time series in many domains such as computational neuroscience and biomedical engineering. In these domains, data is, for example, collected from measurements of brain activity.…

Signal Processing · Electrical Eng. & Systems 2023-05-02 Jonas F. Haderlein , Andre D. H. Peterson , Anthony N. Burkitt , Iven M. Y. Mareels , David B. Grayden

We propose a new class of models specifically tailored for spatio-temporal data analysis. To this end, we generalize the spatial autoregressive model with autoregressive and heteroskedastic disturbances, i.e. SARAR(1,1), by exploiting the…

Methodology · Statistics 2023-01-12 Leopoldo Catania , Anna Gloria Billé

We introduce a spatial function-on-function regression model to capture spatial dependencies in functional data by integrating spatial autoregressive techniques with functional principal component analysis. The proposed model addresses a…

We develop a Bayesian approach to estimate weight matrices in spatial autoregressive (or spatial lag) models. Datasets in regional economic literature are typically characterized by a limited number of time periods T relative to spatial…

Econometrics · Economics 2022-08-03 Tamás Krisztin , Philipp Piribauer

Mixed spatial autoregressive (SAR) models with numerical covariates have been well studied. However, as non-numerical data, such as functional data and compositional data, receive substantial amounts of attention and are applied to…

Applications · Statistics 2018-11-08 Huiwen Wang , Tingting Huang , Shanshan Wang

This paper introduces a new spatial scan statistic designed to adjust cluster detection for longitudinal confounding factors indexed in space. The functional-model-adjusted statistic was developed using generalized functional linear models…

Methodology · Statistics 2019-03-05 Michael Genin , Mohamed-Salem Ahmed

Spatial autoregressive model, introduced by Clif and Ord in 1970s has been widely applied in many areas of science and econometrics such as regional economics, public finance, political sciences, agricultural economics, environmental…

Applications · Statistics 2019-05-14 Wenqian Wang , Beth Andrews

Statistical models used to estimate the spatio-temporal pattern in disease risk from areal unit data represent the risk surface for each time period with known covariates and a set of spatially smooth random effects. The latter act as a…

Applications · Statistics 2016-04-19 Alastair Rushworth , Duncan Lee , Christophe Sarran

Spherically embedded spatial data are spatially indexed observations whose values naturally reside on or can be equivalently mapped to the unit sphere. Such data are increasingly ubiquitous in fields ranging from geochemistry to demography.…

Methodology · Statistics 2026-01-26 Jiazhen Xu , Han Lin Shang

Spatial autoregressive combined (SAC) model has been widely studied in the literature for the analysis of spatial data in various areas such as geography, economics, demography, regional sciences. This is a linear model with scalar…

Methodology · Statistics 2020-04-17 Alassane Aw , Emmanuel Nicolas Cabral
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