2011
DOI: 10.1002/env.1123
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Maximum likelihood estimation of the dynamic coregionalization model with heterotopic data

Abstract: aThe information content of multivariable spatio-temporal data depends on the underlying spatial sampling scheme. The most informative case is represented by the isotopic configuration where all variables are measured at all sites. The opposite case is the completely heterotopic case where different variables are observed only at different locations. A well known approach to multivariate spatio-temporal modelling is based on the linear coregionalization model (LCM).In this paper, the maximum likelihood estimat… Show more

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Cited by 56 publications
(47 citation statements)
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“…meteorological and geographical variables) as well as time and space dependence (e.g. Cocchi et al, 2007;Cameletti et al, 2011a;Sahu, 2012;Fassò and Finazzi, 2011). The main drawback of this formulation is related to the computational costs required for model parameter estimation and spatial prediction when MCMC methods are used, especially in case of massive spatio-temporal datasets.…”
Section: Meanmentioning
confidence: 99%
“…meteorological and geographical variables) as well as time and space dependence (e.g. Cocchi et al, 2007;Cameletti et al, 2011a;Sahu, 2012;Fassò and Finazzi, 2011). The main drawback of this formulation is related to the computational costs required for model parameter estimation and spatial prediction when MCMC methods are used, especially in case of massive spatio-temporal datasets.…”
Section: Meanmentioning
confidence: 99%
“…Berrocal et al, 2010b;Zidek et al, 2011). The spatio-temporal model we specify here is widely adopted in the air quality literature thanks to its flexibility in modeling relevant covariates as well as correlation in space and time (Fassò and Finazzi, 2011;Cocchi et al, 2007;Cameletti et al, 2011;Sahu, 2011). Moreover, it has been already implemented in R-INLA and validated by Cameletti et al (2013).…”
Section: First Stage: Spatio-temporal No 2 Modelmentioning
confidence: 99%
“…The model in Equation 2 extends the model developed in Fassò and Finazzi (2011) by allowing the interaction between the latent spatial variables w j (s, t) and the loading coefficients x(s, t) and by allowing y(s, t) to be missing. The structure of the model in Equation 2 is quite general and special cases thereof have already been used.…”
Section: Model Descriptionmentioning
confidence: 99%
“…which unifies the modeling approaches developed in Zhang (2007), Fassò and Finazzi (2011) and Finazzi et al (2013).…”
Section: Model Descriptionmentioning
confidence: 99%