NONPARAMETRIC PREDICTION WITH SPATIAL DATA

نویسندگان

چکیده

We describe a (nonparametric) prediction algorithm for spatial data, based on canonical factorization of the spectral density function. provide theoretical results showing that predictor has desirable asymptotic properties. Finite sample performance is assessed in Monte Carlo study also compares our to rival nonparametric method infinite $AR$ representation dynamics data. Finally, we apply methodology predict house prices Los Angeles.

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ژورنال

عنوان ژورنال: Econometric Theory

سال: 2022

ISSN: ['1469-4360', '0266-4666']

DOI: https://doi.org/10.1017/s0266466622000226