Abhimanyu Gupta, Javier Hidalgo
arXiv 10 Aug 2020 · Econometrics · publishedEconometric Theory (2022) · 3 citations (OpenAlex)
arXiv:2008.04269 · PDF · DOI · OpenAlex · Extracted main text
We describe a (nonparametric) prediction algorithm for spatial data, based on a canonical factorization of the spectral density function. We provide theoretical results showing that the predictor has desirable asymptotic properties. Finite sample performance is assessed in a Monte Carlo study that also compares our algorithm to a rival nonparametric method based on the infinite AR representation of the dynamics of the data. Finally, we apply our methodology to predict house prices in Los Angeles.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Whittle, P (1954) On stationary processes in the plane | 1.000 | 6 | 3 | 100% |
| 2 | Hidalgo, J. and Y. Yajima (2002) Prediction and signal extraction of strongly dependent processes in the frequency domain self | 0.737 | 3 | 3 | 67% |
| 3 | Brillinger, D. R (1981) Time Series: Data Analysis and Theory | 0.737 | 3 | 2 | 100% |
| 4 | Gupta, A (2018) Autoregressive spatial spectral estimates self | 0.737 | 3 | 2 | 100% |
| 5 | Banerjee, S., A. E. Gelfand, J. R. Knight, and C. F. Sirmans (2004) Spatial modeling of house prices using normalized distance-weighted sums of stationary processes | 0.644 | 2 | 2 | 100% |
| 6 | Bhansali, R. J (1974) Asymptotic properties of the Wiener-Kolmogorov predictor. I | 0.644 | 2 | 2 | 100% |
| 7 | Iversen Jr, E (2001) Spatially disaggregated real estate indices | 0.644 | 2 | 2 | 100% |
| 8 | Majumdar, A., H. J. Munneke, A. E. Gelfand, S. Banerjee, and C. F. S… (2006) Gradients in spatial response surfaces with application to urban land values | 0.644 | 2 | 2 | 100% |
| 9 | Cressie, N. A (1993) Statistics for Spatial Data | 0.511 | 2 | 1 | 100% |
| 10 | Korezlioglu, H. and P. Loubaton (1986) Spectral factorization of wide sense stationary processes on $Z^2$ | 0.511 | 2 | 1 | 100% |
Showing the top 10 of 50 scored citations.