Kalman filtering from POP-based diagonalization of ARH(1)

Computational Statistics and Data Analysis

Volumn 51, Issue 10, 2007, Pages 4994-5008

  Ruiz Medina, M D ^a   Salmeron R ^a   Angulo, J M ^a  

^a UNIVERSITY OF GRANADA   (Spain)

Author keywords

Autoregressive Hilbertian model; Dimension reduction; Optimal decomposition; Spatial functional data; Spatiotemporal interaction model

Indexed keywords

AUTOCORRELATION; FUNCTIONAL ANALYSIS; KALMAN FILTERS; MATHEMATICAL MODELS; REGRESSION ANALYSIS; THEOREM PROVING;

AUTOREGRESSIVE HILBERTIAN MODEL; DIMENSION REDUCTION; OPTIMAL DECOMPOSITION; PRINCIPAL OSCILLATION PATTERN (POP); SPATIAL FUNCTIONAL DATA; SPATIOTEMPORAL INTERACTION MODELS;

HILBERT SPACES;

EID: 34247538464     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.07.013     Document Type: Article

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