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Statistics and Computing

, Volume 12, Issue 2, pp 125–134 | Cite as

Simulation-based inference for simultaneous processes on regular lattices

  • Xavier De Luna
  • Marc G. Genton
Article

Abstract

The article proposes a simulation-based inferential method for simultaneous processes defined on a regular lattice. The focus is on spatio-temporal processes with a simultaneous component, that is such that contemporaneous spatial neighbors are potential explanatory variables in the model. The new method has the advantage of being simpler to implement than maximum likelihood and allows us to propose a robust estimator. We give asymptotic properties, present a Monte Carlo study and an illustrative example.

indirect inference quadrant process robust estimation spatio-temporal process Yule-Walker estimator 

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Copyright information

© Kluwer Academic Publishers 2002

Authors and Affiliations

  • Xavier De Luna
  • Marc G. Genton

There are no affiliations available

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