Estimation of parameterized spatio-temporal dynamic models

DOI10.1016/j.jspi.2005.12.005zbMath1102.62104OpenAlexW2171965373MaRDI QIDQ861225

Ke Xu, Christopher K. Wikle

Publication date: 9 January 2007

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.2005.12.005

zbMATH Keywords

spatialdynamicEM algorithmtime seriesKalman filterNewton-Raphsonspatio-temporalstate-spaceconditional autoregressive modelgeneral EM

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12)

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Uses Software

• astsa

Cites Work

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