A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure
DOI10.1016/j.jspi.2019.03.005zbMath1422.62285MaRDI QIDQ2317322
Jorge Mateu, Guillermo P. Ferreira, Bernardo M. Lagos-Álvarez, Leonardo Padilla
Publication date: 9 August 2019
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.2019.03.005
state-space system; space-time models; simple kriging; Kalman filter algorithm; space-time geostatistics
62H11: Directional data; spatial statistics
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P12: Applications of statistics to environmental and related topics
62P35: Applications of statistics to physics
86A32: Geostatistics
Uses Software
