English

Investigating new, signature-based, spatial autoregressive models for functional covariates

Methodology 2025-12-01 v1

Abstract

We developed two new alternatives to signature-based, spatial autoregressive models. In a simulation study, we found that the new models performed at least as well as existing approaches but presented shorter computation times. We then used the new models to analyze the premature mortality rate and the mortality rate for people aged 65 and over.

Keywords

Cite

@article{arxiv.2511.22414,
  title  = {Investigating new, signature-based, spatial autoregressive models for functional covariates},
  author = {Camille Frévent},
  journal= {arXiv preprint arXiv:2511.22414},
  year   = {2025}
}
R2 v1 2026-07-01T07:57:59.646Z