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An Efficient Estimation Method for Semiparametric Models of Spatial-Temporal Data

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An Efficient Approach for Estimating Parameters and Nonparametric Functions in Spatio-temporal Semi-parametric Regression Models

In this work, the regression problem of spatiotemporal data is studied under the framework of the semiparametric model. A new kernel estimator for the spatiotemporally correlated data is proposed to estimate nonparametric functions, and we show the new method can improve the estimation efficiency of nonparametric functions from existing kernel methods such as the local linear regression.

A simulation result

Figure 1: The trajectory of the standard deviation of the function g(t) over the sampling time points. (1) WCX (Wang et al. 2005, JASA). (2) LLR (Liu et al., 2021, JMVA). (3) The proposed PWLLR-7. (4) The proposed PWLLR-40.

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An Efficient Estimation Method for Semiparametric Models of Spatial-Temporal Data

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