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Estimation and Identification of Space-Time ARMAX Models in the Presence of Missing Data
David S. Stoffer
Journal of the American Statistical Association
Vol. 81, No. 395 (Sep., 1986), pp. 762-772
Stable URL: http://www.jstor.org/stable/2289008
Page Count: 11
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A method for modeling and fitting multivariate spatial time series data based on current spatial methodology coupled with the parameterization of the ARMAX model is presented. Because of the physical constraints imposed on multivariate data collection in both space and time, the estimation and identification procedures tolerate general patterns of missing or incomplete data.
Journal of the American Statistical Association © 1986 American Statistical Association