Stationary space-time Gaussian fields and their time autoregressive representation

DOI10.1191/1471082x02st029oazbMath0999.62074OpenAlexW2024418009MaRDI QIDQ3153694

Geir Storvik, David Hirst, Arnoldo Frigessi

Publication date: 4 December 2002

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/10414

zbMATH Keywords

Kalman filterspectral representationstationary Gaussian fieldsnonseparableconvolution modelsspace-time covariance structures

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Uses Software

• spatial

Cites Work

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