Space-time autoregressive estimation and prediction with missing data based on Kalman filtering

DOI10.1002/env.2627zbMath1545.62889MaRDI QIDQ6626174

Jorge Mateu, Leonardo Padilla, Bernado Lagos-Álvarez, Emilio Porcu

Publication date: 28 October 2024

Published in: Environmetrics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihoodmissing datastate-space systemautoregressive space-time modelgeneral expectation-maximization algorithm

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

This page was built for publication: Space-time autoregressive estimation and prediction with missing data based on Kalman filtering