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Theory and Method

Estimation and Identification of Space-Time ARMAX Models in the Presence of Missing Data

Pages 762-772 | Received 01 Apr 1984, Published online: 12 Mar 2012
 

Abstract

A method for modeling and fitting multivariate spatial time series data based on current spatial methodology coupled with the parameterization of the ARMAX model is presented. Because of the physical constraints imposed on multivariate data collection in both space and time, the estimation and identification procedures tolerate general patterns of missing or incomplete data.

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