Isotropic Spectral Additive Models of the Covariogram

DOI10.1111/J.1467-9868.2008.00653.XOpenAlexW2022869221MaRDI QIDQ3631471FDOQ3631471

Authors: Miro R. Powojowski 

Publication date: 10 June 2009

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2008.00653.x

zbMATH Keywords

covariance estimationgeostatisticsspatial statisticsspectral densityBessel functionsisotropic processesminimum norm quadratic estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Asymptotically efficient prediction of a random field with a missspecified covariance function
• Parameter estimation for a stationary process on a d-dimensional lattice
• Title not available (Why is that?)
• Statistics for spatial data
• Variogram fitting with a general class of conditionally nonnegative definite functions
• Metric Spaces and Positive Definite Functions
• On the nonparametric estimation of covariance functions
• Fixed-Domain Asymptotics for Spatial Periodograms
• Title not available (Why is that?)
• Minimum-variance unbiased quadratic estimation of covariances of regionalized variables
• Asymptotic distributions of minimum norm quadratic estimators of the covariance function of a Gaussian random field
• Covariance Models with Spectral Additive Components

Cited In (1)

• Covariance Models with Spectral Additive Components

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