A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure
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Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12) Applications of statistics to physics (62P35) Geostatistics (86A32)
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Cites work
- A dimension-reduced approach to space-time Kalman filtering
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- scientific article; zbMATH DE number 5200004 (Why is no real title available?)
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Cited in
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- On-line spatio-temporal prediction by a state space representation of the generalised space time autoregressive model
- Spatio-temporal analysis with short- and long-memory dependence: a state-space approach
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- scientific article; zbMATH DE number 1289943 (Why is no real title available?)
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- Borrowing strength from past data in small domain prediction by kalman filtering - a case
- Using temporal variability to improve spatial mapping with application to satellite data
- A dimension-reduced approach to space-time Kalman filtering
- Space-time autoregressive estimation and prediction with missing data based on Kalman filtering
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