Kalman filtering from POP-based diagonalization of ARH(1)

DOI10.1016/J.CSDA.2006.07.013zbMATH Open1162.62411OpenAlexW1972150774MaRDI QIDQ1020165FDOQ1020165

Authors María D. Ruiz-Medina, Román Salmerón, J. M. Angulo 

Publication date 29 May 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2006.07.013

zbMATH Keywords

dimension reductionoptimal decompositionspatial functional dataautoregressive Hilbertian modelspatiotemporal interaction model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of functional analysis in probability theory and statistics (46N30) Applications of operator theory in probability theory and statistics (47N30)

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Cites Work

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• scientific article; zbMATH DE number 2206576 (Why is no real title available?)
• scientific article; zbMATH DE number 3384808 (Why is no real title available?)
• A dimension-reduced approach to space-time Kalman filtering
• A family of minimax rates for density estimators in continuous time
• A kernel-based spectral model for non-Gaussian spatio-temporal processes
• Blur-generated non-separable space–time models
• Estimation and filtering of fractional generalised random fields.
• Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes
• Spatio-temporal filtering using wavelets

Cited In (9)

• Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
• Structural components in functional data
• Spatial autoregressive and moving average Hilbertian processes
• Statistics for functional data
• Functional maximum-likelihood estimation of ARH(\(p\)) models
• Spatiotemporal filtering from fractal spatial functional data sequence
• Continuous time-varying Kriging for spatial prediction of functional data: an environmental application
• Multi-spectral decomposition of functional autoregressive models
• Recent developments in complex and spatially correlated functional data

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