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ArticleGeneralized spatial dynamic factor models

Hedibert F. Lopes2010

Article2010

Generalized spatial dynamic factor models

Hedibert F. Lopes · Dani Gamerman · Esther Salazar

57 citations·0/0 files stored·Computational Statistics & Data Analysis

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Spatial and Panel Data Analysis Markov Chains and Monte Carlo Methods Bayesian Methods and Mixture Models

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References

1999Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions 1998Bayesian Forecasting and Dynamic Models (2nd edn)2001A Shared Component Model for Detecting Joint and Selective Clustering of Two Diseases 2005Generalized Hierarchical Multivariate CAR Models for Areal Data 2003Generalized common spatial factor model 2008Spatial dynamic factor analysis 2007Factor stochastic volatility with time varying loadings and Markov switching regimes

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Year2010

Typearticle

Published2010-10-09

VenueComputational Statistics & Data Analysis

ISSN-L0167-9473

Languageen

Citations57

Files0 public / 0

ShelfSpatial and Panel Data Analysis

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doi10.1016/j.csda.2010.09.020

openalex_workW1993511029

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