A factorial covariance structure model for space-time multivariate stochastic processes

zbMath0953.62104MaRDI QIDQ1283297

Silvia Terzi, Bruno Bassan

Publication date: 29 January 2001

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationspacetime models

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

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