Conditional simulation in dynamic linear models for spatial and temporal predictions of diffusive phenomena

DOI10.1007/S10260-003-0065-ZMaRDI QIDQ1767014zbMATH OpenOpenAlexWikidataFDO

Authors Tonio Di Battista, Lara Fontanella, Luigi Ippoliti

Publication date 3 March 2005

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-003-0065-z

zbMATH Keywords

Kalman filterconditional simulationpoint source modelspace-time modelling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cited in

(7)

• Modeling and prediction of environmental data in space and time using Kalman filtering
• Prediction and conditional simulation of a 2D lognormal diffusion random field
• Effective dynamics of a conditioned generalized linear Glauber model
• A model for estimating point sources in spatial data
• Conditional relative acceleration statistics and relative dispersion modelling
• Dynamic models for space-time prediction via Karhunen-Loève expansion
• Linear smoothing of noisy spatial temporal series

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