A new class of functional conditional autoregressive models
一类新的函数型条件自回归模型
SUMMARY We introduce a new class of conditional autoregressive models for spatially dependent functional data, formulated through conditional means, given neighbouring functional observations and characterized by a covariance operator and a spatial dependence parameter. Our estimation strategy consists of three components: (i) estimating the covariance operator using conditionally centred data, (ii) estimating the spatial dependence parameter by maximizing the likelihood of…