76 citations · 157 across the 11 of their papers we have counts for
4 papers · 1 filter
Multivariate Low-Rank State-Space Model with SPDE Approach for High-Dimensional Data
Jacopo Rodeschini, Lorenzo Tedesco, Francesco Finazzi +2
This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to…
A review of regularised estimation methods and cross-validation in spatiotemporal statistics
Philipp Otto, Alessandro Fassò, Paolo Maranzano
This review article focuses on regularised estimation procedures applicable to geostatistical and spatial econometric models. These methods are particularly relevant in the case of…
Adaptive LASSO estimation for functional hidden dynamic geostatistical model
Paolo Maranzano, Philipp Otto, Alessandro Fassò
We propose a novel model selection algorithm based on a penalized maximum likelihood estimator (PMLE) for functional hidden dynamic geostatistical models (f-HDGM). These models emp…
D-STEM v2: A Software for Modelling Functional Spatio-Temporal Data
Yaqiong Wang, Francesco Finazzi, Alessandro Fassò
Functional spatio-temporal data naturally arise in many environmental and climate applications where data are collected in a three-dimensional space over time. The MATLAB D-STEM v1…