Nonparametric spectral methods for multivariate spatial and spatial-temporal data

DOI10.1016/j.jmva.2021.104823zbMath1480.62097arXiv1811.01280OpenAlexW3198600528MaRDI QIDQ2057833

Joseph Guinness

Publication date: 7 December 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.01280

zbMATH Keywords

coherencefast Fourier transformcirculant embedding

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Meteorology and atmospheric physics (86A10)

Related Items (2)

Spatial regression with non-parametric modeling of Fourier coefficients ⋮ Modeling Massive Highly Multivariate Nonstationary Spatial Data with the Basis Graphical Lasso

Uses Software

• Rcpp
• spBayes
• George
• GPvecchia

Cites Work

• Unnamed Item
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• Coherence for Multivariate Random Fields
• A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components
• Spectral density estimation for random fields via periodic embeddings
• Matérn Cross-Covariance Functions for Multivariate Random Fields
• A general framework for Vecchia approximations of Gaussian processes

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