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The Kriged Kalman filter

Author

Listed:
  • Kanti Mardia
  • Colin Goodall
  • Edwin Redfern
  • Francisco Alonso

Abstract

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Suggested Citation

  • Kanti Mardia & Colin Goodall & Edwin Redfern & Francisco Alonso, 1998. "The Kriged Kalman filter," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(2), pages 217-282, December.
    • Handle: RePEc:spr:testjl:v:7:y:1998:i:2:p:217-282
    DOI: 10.1007/BF02565111
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    References listed on IDEAS

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    1. R. H. Shumway & D. S. Stoffer, 1982. "An Approach To Time Series Smoothing And Forecasting Using The Em Algorithm," Journal of Time Series Analysis, Wiley Blackwell, vol. 3(4), pages 253-264, July.
    2. Watson, Mark W. & Engle, Robert F., 1983. "Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models," Journal of Econometrics, Elsevier, vol. 23(3), pages 385-400, December.
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    Citations

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    Cited by:

    1. Laurent Bertino & Geir Evensen & Hans Wackernagel, 2003. "Sequential Data Assimilation Techniques in Oceanography," International Statistical Review, International Statistical Institute, vol. 71(2), pages 223-241, August.
    2. Christopher Wikle & Mevin Hooten, 2010. "A general science-based framework for dynamical spatio-temporal models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(3), pages 417-451, November.
    3. Renshaw, Eric & Mateu, Jorge & Saura, Fuensanta, 2007. "Disentangling mark/point interaction in marked-point processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3123-3144, March.
    4. Huang, H.-C. & Martinez, F. & Mateu, J. & Montes, F., 2007. "Model comparison and selection for stationary space-time models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4577-4596, May.
    5. Sarkka, Aila & Renshaw, Eric, 2006. "The analysis of marked point patterns evolving through space and time," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1698-1718, December.
    6. Patrick Vetter & Wolfgang Schmid & Reimund Schwarze, 2016. "Spatio-temporal statistical assessment of anthropogenic CO2 emissions from satellite data," Discussion Paper Series RECAP15 24, RECAP15, European University Viadrina, Frankfurt (Oder).
    7. Matthias Katzfuss, 2017. "A Multi-Resolution Approximation for Massive Spatial Datasets," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 201-214, January.
    8. Alexander Kolovos & George Christakos, 2007. "Stastical Tools in Renewable Energy Modeling: Physical Based, Non-Separable Spatiotemporal Covariance Models," Energy and Environmental Modeling 2007 24000023, EcoMod.
    9. Guillermo Ferreira & Jorge Mateu & Emilio Porcu, 2018. "Spatio-temporal analysis with short- and long-memory dependence: a state-space approach," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(1), pages 221-245, March.
    10. Gevorgyan Ruben & Melikyan Narine, 2004. "Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia," EERC Working Paper Series 04-03e, EERC Research Network, Russia and CIS.
    11. Luigi Ippoliti, 2001. "On-line spatio-temporal prediction by a state space representation of the generalized space time autoregressive model," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 157-169.
    12. Lara Fontanella & Luigi Ippoliti, 2003. "Dynamic models for space-time prediction via Karhunen-Loève expansion," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 12(1), pages 61-78, February.
    13. Patrick Vetter & Wolfgang Schmid & Reimund Schwarze, 2016. "Spatio-temporal statistical analysis of the carbon budget of the terrestrial ecosystem," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(1), pages 143-161, March.

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