76 citations · 121 across the 11 of their papers we have counts for
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stat.ME2025
Multivariate Low-Rank State-Space Model with SPDE Approach for High-Dimensional Data
Jacopo Rodeschini, Lorenzo Tedesco, Francesco Finazzi +2
This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to…
stat.ME2021★ 2 cited
D-STEM v2: A Software for Modelling Functional Spatio-Temporal Data
Yaqiong Wang, Francesco Finazzi, Alessandro Fassò
Functional spatio-temporal data naturally arise in many environmental and climate applications where data are collected in a three-dimensional space over time. The MATLAB D-STEM v1…