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Motivated by predicting intraday trading volume curves, we consider two spatio-temporal autoregressive models for matrix time series, in which each column may represent daily trading volume curve of one asset, and each row captures…

Methodology · Statistics 2025-08-15 Baojun Dou , Jing He , Sudhir Tiwari , Qiwei Yao

Spatial unilateral autoregressive model $X_{k,\ell}=\alpha X_{k-1,\ell}+\beta X_{k,\ell-1}+\gamma X_{k-1,\ell-1}+\epsilon_{k,\ell}$ is investigated in the unit root case, that is when the parameters are on the boundary of the domain of…

Statistics Theory · Mathematics 2014-04-09 Sándor Baran , Gyula Pap

When modeling geostatistical or areal data, spatial structure is commonly accommodated via a covariance function for the former and a neighborhood structure for the latter. In both cases the resulting spatial structure is a consequence of…

Methodology · Statistics 2015-04-20 Garritt L. Page , Fernando A. Quintana

This paper provides an entire inference procedure for the autoregressive model under (conditional) heteroscedasticity of unknown form with a finite variance. We first establish the asymptotic normality of the weighted least absolute…

Methodology · Statistics 2018-08-10 Ke Zhu

Spatial confounding between the spatial random effects and fixed effects covariates has been recently discovered and showed that it may bring misleading interpretation to the model results. Solutions to alleviate this problem are based on…

Methodology · Statistics 2016-05-17 Marcos O. Prates , Erica C. Rodrigues , Renato M. Assunção

Spatial fields in the Earth and environmental sciences are often available at multiple scales or resolutions. While coarse-scale data (e.g., from global circulation models) are often abundant, they lack the local detail provided by…

Methodology · Statistics 2026-04-01 Alejandro Calle-Saldarriaga , Paul F. V. Wiemann , Matthias Katzfuss

Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…

Numerical Analysis · Mathematics 2018-02-23 Augustin Chevallier , Stefan Engblom

Wave propagation problems governed by the Helmholtz equation remain among the most challenging in scientific computing, due to their indefinite nature. Domain decomposition methods with spectral coarse spaces have emerged as some of the…

Numerical Analysis · Mathematics 2026-04-10 Victorita Dolean , Mark Fry , Matthias Langer

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

We propose a new estimation methodology to address the presence of covariate measurement error by exploiting the availability of spatial data. The approach uses neighboring observations as repeated measurements, after suitably controlling…

Econometrics · Economics 2025-11-06 Susanne M. Schennach , Vincent Starck

Environmental and climate processes are often distributed over large space-time domains. Their complexity and the amount of available data make modelling and analysis a challenging task. Statistical modelling of environment and climate data…

Methodology · Statistics 2019-10-02 Behnaz Pirzamanbein

The purpose of this review it to present a renewed perspective of the problem of self-gravitating elastic bodies under spherical symmetry. It is also a companion to the papers [Phys. Rev. D105, 044025 (2022)], [Phys. Rev. D106, L041502…

General Relativity and Quantum Cosmology · Physics 2024-04-05 Artur Alho , José Natário , Paolo Pani , Guilherme Raposo

We propose an analytical scattering theory in spectral domain to model the electromagnetic (EM) fields of a gyrotropic sphere in terms of the eigen-functions and their associated spectral eigenvalues/coefficients in a recursive integral…

Materials Science · Physics 2011-02-22 Youlin Geng , Cheng-Wei Qiu

Data-driven methods are emerging as efficient alternatives to traditional numerical forecasting, offering fast inference and lower computational cost. Yet, for complex systems, long-term accuracy often deteriorates due to error…

Machine Learning · Computer Science 2025-09-03 Hao Zhou , Sibo Cheng

We consider a class of spatio-temporal models which extend popular econometric spatial autoregressive panel data models by allowing the scalar coefficients for each location (or panel) different from each other. To overcome the innate…

Methodology · Statistics 2016-05-17 Baojun Dou , Maria Lucia Parrella , Qiwei Yao

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

Identifying spatial heterogeneous patterns has attracted a surge of research interest in recent years, due to its important applications in various scientific and engineering fields. In practice the spatially heterogeneous components are…

Methodology · Statistics 2024-05-07 Xin Zhang , Shan Yu , Zhengyuan Zhu , Xin Wang

We propose a class of spherical wavelet bases for the analysis of geophysical models and forthe tomographic inversion of global seismic data. Its multiresolution character allows for modeling with an effective spatial resolution that varies…

Spatial boundaries, such as ecological transitions or climatic regime interfaces, capture steep environmental gradients, and shifts in their structure can signal emerging environmental changes. Quantifying uncertainty in spatial boundary…

Applications · Statistics 2025-12-18 Stephen Tivenan , Indranil Sahoo , Yanjun Qian

Image based diagnostics are interpreted in the context of spatial resolution. The same is true for tomographic image reconstruction. Current empirically driven approaches to quantify spatial resolution rely on a deterministic formulation…

Image and Video Processing · Electrical Eng. & Systems 2021-02-03 Johannes Emmert , Steven Wagner , Kyle J. Daun