ABSTRACT
This book has already presented many situations where the observation process under study contains the temporal dimension as well as the spatial dimension. This chapter is devoted to detailing a popular and fairly general framework for handling these situations. It is based on firmly established models, called dynamic or state-space models, with a nonparametric flavor. They have proved a flexible tool to handle temporal correlation (West and Harrison, 1997) in a variety of different contexts. This chapter will also provide a number of situations where these models can be applied in the context of spatial analysis.
