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A State Space Model for Non-Stationary Functional Data1 - MaRDI portal

A State Space Model for Non-Stationary Functional Data1 (Q3298662)

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A State Space Model for Non-Stationary Functional Data1
scientific article

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    title
    A State Space Model for Non-Stationary Functional Data1 (English)
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    published in
    Compstat
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    publication date
    15 July 2020
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    Mathematics Subject Classification ID
    62-08
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    62M20
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    62R10
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    zbMATH DE Number
    7220977
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    zbMATH Keywords
    Karhunen-Loève expansion
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    Kalman-Bucy filter
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    B-splines
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    Brownian motion
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    OpenAlex ID
    W2188339184
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