Joint Composite Estimating Functions in Spatiotemporal Models
时空模型中的联合复合估计函数
Summary Modelling of spatiotemporal processes has received considerable attention in recent statistical research. However, owing to the high dimensionality of the data, the joint modelling of spatial and temporal processes presents a great computational challenge, in both likelihood-based and Bayesian approaches. We propose a joint composite estimating function approach to estimating spatiotemporal covariance structures. This substantially reduces the computational…