Continuous time Brownian motion models for analysis of sequential data

Journal of the Royal Statistical Society. Series C: Applied Statistics

Volumn 59, Issue 3, 2010, Pages 477-494

  Robinson, G K ^a  

^a CSIRO   (Australia)

Author keywords

Integrated Brownian motion; Kalman filtering; Mixed models; Statistical process control; Variograms

Indexed keywords

EID: 77955993909     PISSN: 00359254     EISSN: 14679876     Source Type: Journal    
DOI: 10.1111/j.1467-9876.2009.00705.x     Document Type: Article

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