Imperial College London
Alternate

ProfessorAlmutVeraart

Faculty of Natural Sciences, Department of Mathematics

Head of the Statistics Section, Professor of Statistics
 
 
 
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Contact

 

+44 (0)20 7594 8545a.veraart Website

 
 
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Location

 

551Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Nguyen:2016:10.1111/sjos.12241,
author = {Nguyen, M and Veraart, A},
doi = {10.1111/sjos.12241},
journal = {Scandinavian Journal of Statistics},
pages = {46--80},
title = {Spatio-temporal Ornstein-Uhlenbeck processes: theory, simulation and statistical inference},
url = {http://dx.doi.org/10.1111/sjos.12241},
volume = {44},
year = {2016}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - Spatio-temporal modelling is an increasingly popular topic in Statistics. Our paper contributes to this line of researchby developing the theory, simulation and inference for a spatio-temporal Ornstein-Uhlenbeck process. We conduct detailedsimulation studies and demonstrate the practical relevance of these processes in an empirical study of radiationanomaly data. Finally, we describe how predictions can be carried out in the Gaussian setting.
AU  - Nguyen,M
AU  - Veraart,A
DO  - 10.1111/sjos.12241
EP  - 80
PY  - 2016///
SN  - 1467-9469
SP  - 46
TI  - Spatio-temporal Ornstein-Uhlenbeck processes: theory, simulation and statistical inference
T2  - Scandinavian Journal of Statistics
UR  - http://dx.doi.org/10.1111/sjos.12241
UR  - http://hdl.handle.net/10044/1/30599
VL  - 44
ER  -
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