Covariance estimation under spatial dependence

DOI10.1016/J.JMVA.2004.05.009MaRDI QIDQ2485998zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

BiasPrincipal componentsInfill asymptoticsCovariance estimationIncreasing-domain asymptotics

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Asymptotic Theory for Principal Component Analysis
• Asymptotic inference for eigenvectors
• Central limit theorems under weak dependence
• Interpolation of spatial data. Some theory for kriging
• Mixing: Properties and examples
• On the central limit theorem for stationary mixing random fields
• Time series: theory and methods.

Cited in

(17)

• Cross-covariance functions for multivariate geostatistics
• Covariance Modeling for Multivariate Spatial Processes Based on Separable Approximations
• Spatial designs and properties of spatial correlation: effects on covariance estimation
• Estimating spatial covariance using penalised likelihood with weightedL₁penalty
• Numerical instability of calculating inverse of spatial covariance matrices
• On the covariance properties of certain multiscale spatial processes
• Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
• Spatial dependence estimation using FFT of biased covariances
• scientific article; zbMATH DE number 66191 (Why is no real title available?)
• Local Covariance Estimation Using Costationarity
• scientific article; zbMATH DE number 7578269 (Why is no real title available?)
• Properties of spatial cross-periodograms using fixed-domain asymptotics
• Simultaneous Surveillance of Means and Covariances of Spatial Models
• Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
• A fused Lasso approach to nonstationary spatial covariance estimation
• Covariances among join-count spatial autocorrelation measures
• Estimation of covariance matrix from geochemical data with observations below detection limits

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