Spatio-temporal analysis with short- and long-memory dependence: a state-space approach

DOI10.1007/s11749-017-0541-7OpenAlexW2613174285MaRDI QIDQ1708368

Jorge Mateu, Emilio Porcu, Guillermo P. Ferreira

Publication date: 23 March 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-017-0541-7

zbMATH Keywords

time series modelssecond-order stationaryKalman filter algorithmspace-time geostatistics

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• R
• Stem
• rgdal

Cites Work

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