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http://dx.doi.org/10.5351/CKSS.2009.16.1.031

Bayes Inference for the Spatial Time Series Model  

Lee, Sung-Duck (Dept. of Information & Statistics, Chungbuk Univ.)
Kim, In-Kyu (Div. of Computer Information & Communication of Information, Woosong Info. Col.)
Kim, Duk-Ki (Dept. of Information & Statistics, Chungbuk Univ.)
Chung, Ae-Ran (Dept. of Information & Statistics, Chungbuk Univ.)
Publication Information
Communications for Statistical Applications and Methods / v.16, no.1, 2009 , pp. 31-40 More about this Journal
Abstract
Spatial time series data can be viewed either as a set of time series collected simultaneously at a number of spatial locations. In this paper, We estimate the parameters of spatial time autoregressive moving average (SIARMA) process by method of Gibbs sampling. Finally, We apply this method to a set of U.S. Mumps data over a 12 states region.
Keywords
Space time series data; Gibbs sampling; Mumps data; STARMA; STBL;
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