Simulation-based inference for simultaneous processes on regular lattices

Xavier De Luna; Marc G. Genton

doi:10.1023/A:1014830401806

Simulation-based inference for simultaneous processes on regular lattices

Xavier De Luna^*, Marc G. Genton

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

The article proposes a simulation-based inferential method for simultaneous processes defined on a regular lattice. The focus is on spatio-temporal processes with a simultaneous component, that is such that contemporaneous spatial neighbors are potential explanatory variables in the model. The new method has the advantage of being simpler to implement than maximum likelihood and allows us to propose a robust estimator. We give asymptotic properties, present a Monte Carlo study and an illustrative example.

Original language	English (US)
Pages (from-to)	125-134
Number of pages	10
Journal	STATISTICS AND COMPUTING
Volume	12
Issue number	2
DOIs	https://doi.org/10.1023/A:1014830401806
State	Published - 2002
Externally published	Yes

Keywords

Indirect inference
Quadrant process
Robust estimation
Spatio-temporal process
Yule-Walker estimator

ASJC Scopus subject areas

Theoretical Computer Science
Statistics and Probability
Statistics, Probability and Uncertainty
Computational Theory and Mathematics

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10.1023/A:1014830401806

Cite this

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abstract = "The article proposes a simulation-based inferential method for simultaneous processes defined on a regular lattice. The focus is on spatio-temporal processes with a simultaneous component, that is such that contemporaneous spatial neighbors are potential explanatory variables in the model. The new method has the advantage of being simpler to implement than maximum likelihood and allows us to propose a robust estimator. We give asymptotic properties, present a Monte Carlo study and an illustrative example.",

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AU - Genton, Marc G.

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AB - The article proposes a simulation-based inferential method for simultaneous processes defined on a regular lattice. The focus is on spatio-temporal processes with a simultaneous component, that is such that contemporaneous spatial neighbors are potential explanatory variables in the model. The new method has the advantage of being simpler to implement than maximum likelihood and allows us to propose a robust estimator. We give asymptotic properties, present a Monte Carlo study and an illustrative example.

KW - Indirect inference

KW - Quadrant process

KW - Robust estimation

KW - Spatio-temporal process

KW - Yule-Walker estimator

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DO - 10.1023/A:1014830401806

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JO - STATISTICS AND COMPUTING

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Simulation-based inference for simultaneous processes on regular lattices

Abstract

Keywords

ASJC Scopus subject areas

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