Estimation of parameterized spatio-temporal dynamic models

DOI10.1016/J.JSPI.2005.12.005zbMath1102.62104OpenAlexW2171965373MaRDI QIDQ861225

Ke Xu, Christopher K. Wikle

Publication date: 9 January 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.12.005

zbMATH Keywords

spatialdynamicEM algorithmtime seriesKalman filterNewton-Raphsonspatio-temporalstate-spaceconditional autoregressive modelgeneral EM

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12)

Related Items (14)

Autodifferentiable Ensemble Kalman Filters ⋮ A general science-based framework for dynamical spatio-temporal models ⋮ A statistical overview and perspectives on data assimilation for marine biogeochemical models ⋮ Robust estimation of a dynamic spatio-temporal model with structural change ⋮ Geostatistical modeling in the presence of interaction between the measuring instruments, with an application to the estimation of spatial market potentials ⋮ Spatio-temporal analysis with short- and long-memory dependence: a state-space approach ⋮ Practical Filtering with Sequential Parameter Learning ⋮ Modeling the growth of objects through a stochastic process of random sets ⋮ Estimating and modeling spatio-temporal correlation structures for river monitoring networks ⋮ A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure ⋮ Dynamic Multiscale Spatiotemporal Models for Gaussian Areal Data ⋮ Consistent recursive parameter estimation of partial differential equation models ⋮ A reparametrization approach for dynamic space-time models ⋮ Spatio‐temporal smoothing and EM estimation for massive remote‐sensing data sets

Uses Software

• astsa

Cites Work

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