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On spatial processes and asymptotic inference under near-epoch dependence
Random fields Near-epoch dependent processes Central limit theorem Law of large numbers GMM estimator
2015/9/24
The development of a general inferential theory for nonlinear models with cross-sectionally or spatially dependent data has been hampered by a lack of appropriate limit theorems. To facilitate a gener...
This paper introduces and presents the Spatial Processes in HYdrology (SPHY) model (v2.0), its development background, its underlying concepts, and some example applications. SPHY has been developed w...
Robust quantile estimation and prediction for spatial processes
Spatial processes Kernel estimate Conditional quantile Spatial prediction
2010/3/9
In this paper, we present a statistical framework for modeling conditional quantiles of spatial processes
assumed to be strongly mixing in space. We establish the L1 consistency and the asymptotic no...