A MATRIX-FREE METHOD FOR SPATIAL-TEMPORAL GAUSSIAN STATE-SPACE MODELS

DOI10.5705/ss.202017.0217zbMath1442.62203OpenAlexW2810635827WikidataQ130152973 ScholiaQ130152973MaRDI QIDQ5243755

Chunxiao Wang, Debashis Mondal

Publication date: 19 November 2019

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202017.0217

zbMATH Keywords

Kalman filterLanczos algorithmstochastic partial differential equationdiscrete cosine transformtrust regionincomplete Choleskyresidual likelihood\(h\)-likelihoodGaussian Markov random fieldconditional autoregression

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Generalized linear models (logistic models) (62J12) Image analysis in multivariate analysis (62H35)

Related Items (1)

Statistical Modeling for Spatio-Temporal Data From Stochastic Convection-Diffusion Processes

Uses Software

• Matlab
• R

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