A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure

DOI10.1016/J.JSPI.2019.03.005zbMath1422.62285OpenAlexW2930812010WikidataQ128151603 ScholiaQ128151603MaRDI QIDQ2317322

Leonardo Padilla, Bernardo M. Lagos-Álvarez, Jorge Mateu, Guillermo P. Ferreira

Publication date: 9 August 2019

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2019.03.005

zbMATH Keywords

state-space systemspace-time modelssimple krigingKalman filter algorithmspace-time geostatistics

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Applications of statistics to physics (62P35) Geostatistics (86A32)

Uses Software

• spBayes
• Stem
• CompRandFld

Cites Work

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