Kalman filtering from POP-based diagonalization of ARH(1)
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 51 (2007)
Issue (Month): 10 (June)
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Web page: http://www.elsevier.com/locate/csda
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- Patrick E. Brown & Gareth O. Roberts & Kjetil F. K�resen & Stefano Tonellato, 2000. "Blur-generated non-separable space-time models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 847-860.
- Guillas, Serge, 2001. "Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes," Statistics & Probability Letters, Elsevier, vol. 55(3), pages 281-291, December.
- Park, Juhyun & Gasser, Theo & Rousson, Valentin, 2009. "Structural components in functional data," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3452-3465, July.
- Ruiz-Medina, M.D., 2011. "Spatial autoregressive and moving average Hilbertian processes," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 292-305, February.
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