A State Space Model for Non-Stationary Functional Data1

DOI10.1007/978-3-642-57489-4_15zbMath1439.62031OpenAlexW2188339184MaRDI QIDQ3298662

Mónica Ortega-Moreno, Mariano J. Valderrama, Juan Carlos Ruiz-Molina

Publication date: 15 July 2020

Published in: Compstat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57489-4_15

zbMATH Keywords

Brownian motionB-splinesKalman-Bucy filterKarhunen-Loève expansion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Functional data analysis (62R10)

Cites Work

• Kalman filtering on approximate state-space models