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Dynamic models for space-time prediction via Karhunen-Loève expansion

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Publication:1766992
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zbMath1056.62104MaRDI QIDQ1766992

Lara Fontanella, Luigi Ippoliti

Publication date: 3 March 2005

Published in: Statistical Methods and Applications (Search for Journal in Brave)


zbMATH Keywords

krigingKalman filterARIMA modelsdynamic linear modelKarhunen-Loève expansion


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) Fredholm integral equations (45B05)


Related Items (1)

Covariance tapering for multivariate Gaussian random fields estimation




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