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- W2496940027 abstract "ABSTRACTWe postulate a dynamic spatio-temporal model with constant covariate effect but with varying spatial effect over time and varying temporal effect across locations. To mitigate the effect of temporary structural change, the model can be estimated using the backfitting algorithm embedded with forward search algorithm and bootstrap. A simulation study is designed to evaluate structural optimality of the model with the estimation procedure. The fitted model exhibit superior predictive ability relative to the linear model. The proposed algorithm also consistently produced lower relative bias and standard errors for the spatial parameter estimates. While additional neighbourhoods do not necessarily improve predictive ability of the model, it trims down relative bias on the parameter estimates, specially for spatial parameter. Location of the temporary structural change along with the degree of structural change contributes to lower relative bias of parameter estimates and in better predictive ability of..." @default.
- W2496940027 created "2016-08-23" @default.
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- W2496940027 date "2016-08-04" @default.
- W2496940027 modified "2023-09-24" @default.
- W2496940027 title "Robust estimation of a dynamic spatio-temporal model with structural change" @default.
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- W2496940027 doi "https://doi.org/10.1080/00949655.2016.1217536" @default.
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