Dynamic models for space-time prediction via Karhunen-Loève expansion
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DOI: 10.1007/BF02511584
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Cited by:
- Hongxia Wang & Jinde Wang & Bo Huang, 2012. "Prediction for spatio-temporal models with autoregression in errors," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(1), pages 217-244.
- M. Bevilacqua & A. Fassò & C. Gaetan & E. Porcu & D. Velandia, 2016. "Covariance tapering for multivariate Gaussian random fields estimation," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(1), pages 21-37, March.
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Keywords
Kalman filter; ARIMA models; Karhunen-Loève expansion; Dynamic linear model; Kriging;All these keywords.
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