Stochastic Partial Differential Equation Based Modelling of Large Space–Time Data Sets

DOI10.1111/rssb.12061zbMath1414.62405arXiv1204.6118OpenAlexW3106072647WikidataQ115258371 ScholiaQ115258371MaRDI QIDQ5379896

Fabio Sigrist, Hans R. Künsch, Werner A. Stahel

Publication date: 14 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.6118

zbMATH Keywords

Gaussian processspectral methodsadvection-diffusion equationnumerical weather predictionspatiotemporal modelphysics-based model

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15) Geostatistics (86A32) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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