Score-driven modeling of spatio-temporal data
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Author(s)
Gasperoni, Francesca
Luati, Alessandra
Paci, Lucia
D'Innocenzo, Enzo
Type
Journal Article
Abstract
A simultaneous autoregressive score-driven model with autoregressive disturbances is developed for spatio-temporal data that may exhibit heavy tails. The model specification rests on a signal plus noise decomposition of a spatially filtered process, where the signal can be approximated by a nonlinear function of the past variables and a set of explanatory variables, while the noise follows a multivariate Student-t distribution. The key feature of the model is that the dynamics of the space-time varying signal are driven by the score of the conditional likelihood function. When the distribution is heavy-tailed, the score provides a robust update of the space-time varying location. Consistency and asymptotic normality of maximum likelihood estimators are derived along with the stochastic properties of the model. The motivating application of the proposed model comes from brain scans recorded through functional magnetic resonance imaging when subjects are at rest and not expected to react to any controlled stimulus. We identify spontaneous activations in brain regions as extreme values of a possibly heavy-tailed distribution, by accounting for spatial and temporal dependence.
Date Issued
2021-10-04
Date Acceptance
2021-08-14
Citation
Journal of the American Statistical Association, 2021, 118 (542), pp.1066-1077
ISSN
0162-1459
Publisher
Taylor and Francis Group
Start Page
1066
End Page
1077
Journal / Book Title
Journal of the American Statistical Association
Volume
118
Issue
542
Copyright Statement
© 2021 The Author(s). Published with license by Taylor & Francis Group, LLC.
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution,
and reproduction in any medium, provided the original work is properly cited.
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution,
and reproduction in any medium, provided the original work is properly cited.
License URL
Identifier
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000703410600001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
CONNECTIVITY
CORTEX
fMRI
FMRI
INFERENCE
Mathematics
MAXIMUM-LIKELIHOOD-ESTIMATION
MRI
Multivariate Student-t distribution
Physical Sciences
Robust filtering
SAR models
Science & Technology
SPATIAL AUTOREGRESSIVE MODELS
Spontaneous activations
Statistics & Probability
Publication Status
Published
Date Publish Online
2021-08-30