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.
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De Luna, X., Genton, M.G. Simulation-based inference for simultaneous processes on regular lattices. Statistics and Computing 12, 125–134 (2002). https://doi.org/10.1023/A:1014830401806
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DOI: https://doi.org/10.1023/A:1014830401806