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Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction

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  • Wenyang Zhang
  • Qiwei Yao
  • Howell Tong
  • Nils Chr. Stenseth

Abstract

For a set of spatially dependent dynamical models, we propose a method for estimating parameters that control temporal dynamics by spatial smoothing. The new approach is particularly relevant for analyzing spatially distributed panels of short time series. The asymptotic results show that spatial smoothing will improve the estimation in the presence of nugget effect, even when the sample size in each location is large. The proposed methodology is used to analyze the annual mink and muskrat data collected in a period of 25 years in 81 Canadian locations. Based on the proposed method, we are able to model the temporal dynamics which reflects the food chain interaction of the two species.
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Suggested Citation

  • Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr. Stenseth, 2003. "Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction," Biometrics, The International Biometric Society, vol. 59(4), pages 813-821, December.
    • Handle: RePEc:bla:biomet:v:59:y:2003:i:4:p:813-821
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    File URL: http://hdl.handle.net/10.1111/j.0006-341X.2003.00095.x
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    1. Inge S. Helland, 2000. "Model Reduction for Prediction in Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(1), pages 1-20, March.
    2. Peter Diggle, 1985. "A Kernel Method for Smoothing Point Process Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 34(2), pages 138-147, June.
    3. Jianqing Fan & Wenyang Zhang, 2000. "Simultaneous Confidence Bands and Hypothesis Testing in Varying‐coefficient Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(4), pages 715-731, December.
    4. Yao, Qiwei & Tong, Howell & Finkenstädt, Bärbel & Stenseth, Nils Chr, 2000. "Common structure in panels of short time series," LSE Research Online Documents on Economics 6325, London School of Economics and Political Science, LSE Library.
    5. Marc Hallin & Zudi Lu & Lanh T. Tran, 2001. "Density estimation for spatial linear processes," ULB Institutional Repository 2013/2109, ULB -- Universite Libre de Bruxelles.
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    Cited by:

    1. Alessandra Luati & Tommaso Proietti, 2010. "Hyper‐spherical and elliptical stochastic cycles," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(3), pages 169-181, May.
    2. Ting Fung Ma & Fangfang Wang & Jun Zhu & Anthony R. Ives & Katarzyna E. Lewińska, 2023. "Scalable Semiparametric Spatio-temporal Regression for Large Data Analysis," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(2), pages 279-298, June.
    3. Lu, Zudi & Tjøstheim, Dag & Yao, Qiwei, 2008. "Spatial smoothing, Nugget effect and infill asymptotics," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3145-3151, December.
    4. Al-Sulami, Dawlah & Jiang, Zhenyu & Lu, Zudi & Zhu, Jun, 2017. "Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data," Econometrics and Statistics, Elsevier, vol. 2(C), pages 22-35.
    5. Lu, Zudi & Tjostheim, Dag & Yao, Qiwei, 2008. "Spatial smoothing, Nugget effect and infill asymptotics," LSE Research Online Documents on Economics 24133, London School of Economics and Political Science, LSE Library.

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    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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