Banded Spatio-Temporal Autoregression

来源 :数学统计在医学成像及大数据应用的集成方法研讨会(MSMIA2016) | 被引量 : 0次 | 上传用户：kxf2000

【摘要】

：

　　We propose a new class of spatio-temporal models with unknown and banded autoregressive coecient matrices.The setting represents a sparse structure for high

【作者】

：

Yingying Ma

【机构】

：

BeihangUniversity,China

【出处】

：

数学统计在医学成像及大数据应用的集成方法研讨会(MSMIA2016)

【发表日期】

：

2016年12期

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　　We propose a new class of spatio-temporal models with unknown and banded autoregressive coecient matrices.The setting represents a sparse structure for high dimensional spatial panel dynamic models when panel members represent economic(or other type)individuals at many different locations.

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