© 1979 by Biometrika Trust
Analysis of stationary spatial-temporal processes: Estimation and prediction
Department of Economics, University of Kentucky Lexington
The paper analyses a simultaneous linear model representing stationary spatial-temporal processes. For processes with unit spatial orders, a simple method to compute the likelihood function is developed. Unfortunately, this technique does not generalize to higher order processes. Alternative methods applicable to higher order processes are developed. Finally, it is shown how predictions can be made over time if the parameters are known.
Key Words: Jacobian Likelihood inference Prediction Spatial-temporal