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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
DOI: 10.2307/2289008
Stable URL: http://www.jstor.org/stable/2289008
Page Count: 11
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Estimation and Identification of Space-Time ARMAX Models in the Presence of Missing Data
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Abstract

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.

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