Nonparametric prediction with spatial data

• Tác giả: Abhimanyu Gupta, Javier Hidalgo
• Ngôn ngữ: eng
• Ký hiệu phân loại: 519.5 Statistical mathematics
• Thông tin xuất bản: 2020
• Bộ sưu tập: Báo, Tạp chí
• ID: 165007

Tóm tắt

Comment: 40 pages, 2 figuresWe describe a (nonparametric) prediction algorithm for spatial data, based on a canonical factorization of the spectral density function. We provide theoretical results showing that the predictor has desirable asymptotic properties. Finite sample performance is assessed in a Monte Carlo study that also compares our algorithm to a rival nonparametric method based on the infinite AR representation of the dynamics of the data. Finally, we apply our methodology to predict house prices in Los Angeles.