Modeling Space and Space-Time Directional Data Using Projected Gaussian Processes
Author
Abstract
Suggested Citation
DOI: 10.1080/01621459.2014.934454
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Kato, Shogo & Jones, M. C., 2010. "A Family of Distributions on the Circle With Links to, and Applications Arising From, Möbius Transformation," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 249-262.
- Gneiting, Tilmann & Raftery, Adrian E., 2007. "Strictly Proper Scoring Rules, Prediction, and Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 359-378, March.
- Shogo Kato, 2010. "A Markov process for circular data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(5), pages 655-672, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jan Beran & Sucharita Ghosh, 2020. "Estimating the Mean Direction of Strongly Dependent Circular Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(2), pages 210-228, March.
- Fangpo Wang & Anirban Bhattacharya & Alan E. Gelfand, 2018. "Process modeling for slope and aspect with application to elevation data maps," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(4), pages 749-772, December.
- Xu Gao & Babak Shahbaba & Hernando Ombao, 2018. "Modeling Binary Time Series Using Gaussian Processes with Application to Predicting Sleep States," Journal of Classification, Springer;The Classification Society, vol. 35(3), pages 549-579, October.
- Mastrantonio, Gianluca, 2018. "The joint projected normal and skew-normal: A distribution for poly-cylindrical data," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 14-26.
- Arthur Pewsey & Eduardo García-Portugués, 2021. "Recent advances in directional statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 1-58, March.
- Saralees Nadarajah & Yuanyuan Zhang, 2017. "Wrapped: An R package for circular data," PLOS ONE, Public Library of Science, vol. 12(12), pages 1-26, December.
- Jan Beran & Britta Steffens & Sucharita Ghosh, 2022. "On nonparametric regression for bivariate circular long-memory time series," Statistical Papers, Springer, vol. 63(1), pages 29-52, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Toshihiro Abe & Hiroaki Ogata & Takayuki Shiohama & Hiroyuki Taniai, 2017. "Circular autocorrelation of stationary circular Markov processes," Statistical Inference for Stochastic Processes, Springer, vol. 20(3), pages 275-290, October.
- Azar, Pablo D. & Micali, Silvio, 2018. "Computational principal agent problems," Theoretical Economics, Econometric Society, vol. 13(2), May.
- Rubio, F.J. & Steel, M.F.J., 2011. "Inference for grouped data with a truncated skew-Laplace distribution," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3218-3231, December.
- R de Fondeville & A C Davison, 2018. "High-dimensional peaks-over-threshold inference," Biometrika, Biometrika Trust, vol. 105(3), pages 575-592.
- Domenico Piccolo & Rosaria Simone, 2019. "The class of cub models: statistical foundations, inferential issues and empirical evidence," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(3), pages 389-435, September.
- Finn Lindgren, 2015. "Comments on: Comparing and selecting spatial predictors using local criteria," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 35-44, March.
- Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024.
"Daily growth at risk: Financial or real drivers? The answer is not always the same,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 762-776.
- Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2022. ""Daily Growth at Risk: financial or real drivers? The answer is not always the same"," IREA Working Papers 202208, University of Barcelona, Research Institute of Applied Economics, revised Jun 2022.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023.
"Forecasting with a panel Tobit model,"
Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," CAEPR Working Papers 2019-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2019. "Forecasting with a Panel Tobit Model," NBER Working Papers 26569, National Bureau of Economic Research, Inc.
- Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021. "Forecasting with a Panel Tobit Model," Papers 2110.14117, arXiv.org, revised Jul 2022.
- Armantier, Olivier & Treich, Nicolas, 2013.
"Eliciting beliefs: Proper scoring rules, incentives, stakes and hedging,"
European Economic Review, Elsevier, vol. 62(C), pages 17-40.
- Armantier, Olivier & Treich, Nicolas, 2010. "Eliciting Beliefs: Proper Scoring Rules, Incentives, Stakes and Hedging," IDEI Working Papers 643, Institut d'Économie Industrielle (IDEI), Toulouse.
- Armantier, Olivier & Treich, Nicolas, 2010. "Eliciting Beliefs: Proper Scoring Rules, Incentives, Stakes and Hedging," TSE Working Papers 10-156, Toulouse School of Economics (TSE).
- Armantier, Olivier & Treich, Nicolas, 2010. "Eliciting Beliefs: Proper Scoring Rules, Incentives, Stakes and Hedging," LERNA Working Papers 10.26.332, LERNA, University of Toulouse.
- Armantier, Olivier & Treich, Nicolas, 2010. "Eliciting Beliefs: Proper Scoring Rules, Incentives, Stakes and Hedging," TSE Working Papers 10-213, Toulouse School of Economics (TSE).
- Peysakhovich, Alexander & Plagborg-Møller, Mikkel, 2012. "A note on proper scoring rules and risk aversion," Economics Letters, Elsevier, vol. 117(1), pages 357-361.
- Merkle, Edgar C. & Steyvers, Mark & Mellers, Barbara & Tetlock, Philip E., 2017. "A neglected dimension of good forecasting judgment: The questions we choose also matter," International Journal of Forecasting, Elsevier, vol. 33(4), pages 817-832.
- Remy Elbez & Jeff Folz & Alan McLean & Hernan Roca & Joseph M Labuz & Kenneth J Pienta & Shuichi Takayama & Raoul Kopelman, 2021. "Cell-morphodynamic phenotype classification with application to cancer metastasis using cell magnetorotation and machine-learning," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-14, November.
- repec:bny:wpaper:0088 is not listed on IDEAS
- Lahiri, Kajal & Yang, Liu, 2013.
"Forecasting Binary Outcomes,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106,
Elsevier.
- Kajal Lahiri & Liu Yang, 2012. "Forecasting Binary Outcomes," Discussion Papers 12-09, University at Albany, SUNY, Department of Economics.
- Ricardo Crisóstomo, 2021.
"Estimating real‐world probabilities: A forward‐looking behavioral framework,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1797-1823, November.
- Ricardo Cris'ostomo, 2020. "Estimating real-world probabilities: A forward-looking behavioral framework," Papers 2012.09041, arXiv.org, revised Jan 2021.
- Ricardo Crisóstomo, 2021. "Estimating real word probabilities: a forward-looking behavioral framework," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- Blasques, Francisco & van Brummelen, Janneke & Gorgi, Paolo & Koopman, Siem Jan, 2024. "Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions," Journal of Econometrics, Elsevier, vol. 238(1).
- Łukasz Lenart, 2017. "Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(1), pages 29-67, March.
- Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87, May.
- Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang, 2022.
"Predicting returns and dividend growth — The role of non-Gaussian innovations,"
Finance Research Letters, Elsevier, vol. 46(PA).
- Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang, 2021. "Predicting returns and dividend growth - the role of non-Gaussian innovations," Working Papers 2021:10, Örebro University, School of Business.
- Sun, Ying & Chang, Xiaohui & Guan, Yongtao, 2018. "Flexible and efficient estimating equations for variogram estimation," Computational Statistics & Data Analysis, Elsevier, vol. 122(C), pages 45-58.
- Alex Tagliabracci, 2020. "Asymmetry in the conditional distribution of euro-area inflation," Temi di discussione (Economic working papers) 1270, Bank of Italy, Economic Research and International Relations Area.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:jnlasa:v:109:y:2014:i:508:p:1565-1580. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/UASA20 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.