Space-time autoregressive estimation and prediction with missing data based on Kalman filtering (Q6626174)

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scientific article; zbMATH DE number 7933317
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Space-time autoregressive estimation and prediction with missing data based on Kalman filtering
scientific article; zbMATH DE number 7933317

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    Space-time autoregressive estimation and prediction with missing data based on Kalman filtering (English)
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    28 October 2024
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    autoregressive space-time model
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    general expectation-maximization algorithm
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    maximum likelihood
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    missing data
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    state-space system
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