Covariance estimation under spatial dependence

DOI10.1016/J.JMVA.2004.05.009zbMATH Open1066.62060OpenAlexW2067473156MaRDI QIDQ2485998FDOQ2485998

Authors: Reinhard Furrer 

Publication date: 5 August 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.05.009

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zbMATH Keywords

BiasPrincipal componentsInfill asymptoticsCovariance estimationIncreasing-domain asymptotics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Cites Work

• Time series: theory and methods.
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• Interpolation of spatial data. Some theory for kriging
• Mixing: Properties and examples
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• On the central limit theorem for stationary mixing random fields
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• Asymptotic Theory for Principal Component Analysis
• Asymptotic inference for eigenvectors
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• Central limit theorems under weak dependence

Cited In (17)

• On the covariance properties of certain multiscale spatial processes
• Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
• Spatial designs and properties of spatial correlation: effects on covariance estimation
• Spatial dependence estimation using FFT of biased covariances
• Properties of spatial cross-periodograms using fixed-domain asymptotics
• Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
• Title not available (Why is that?)
• Local Covariance Estimation Using Costationarity
• Estimation of covariance matrix from geochemical data with observations below detection limits
• Simultaneous Surveillance of Means and Covariances of Spatial Models
• A fused Lasso approach to nonstationary spatial covariance estimation
• Covariances among join-count spatial autocorrelation measures
• Covariance Modeling for Multivariate Spatial Processes Based on Separable Approximations
• Numerical instability of calculating inverse of spatial covariance matrices
• Cross-covariance functions for multivariate geostatistics
• Estimating spatial covariance using penalised likelihood with weightedL₁penalty
• Title not available (Why is that?)

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