Isotropic Spectral Additive Models of the Covariogram

DOI10.1111/J.1467-9868.2008.00653.XMaRDI QIDQ3631471zbMATH OpenOpenAlexFDO

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

Bessel functionscovariance estimationgeostatisticsisotropic processesminimum norm quadratic estimationspatial statisticsspectral density

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Asymptotic distributions of minimum norm quadratic estimators of the covariance function of a Gaussian random field
• Asymptotically efficient prediction of a random field with a missspecified covariance function
• Covariance Models with Spectral Additive Components
• Fixed-Domain Asymptotics for Spatial Periodograms
• scientific article; zbMATH DE number 192910 (Why is no real title available?)
• scientific article; zbMATH DE number 1313649 (Why is no real title available?)
• Metric Spaces and Positive Definite Functions
• Minimum-variance unbiased quadratic estimation of covariances of regionalized variables
• On the nonparametric estimation of covariance functions
• Parameter estimation for a stationary process on a d-dimensional lattice
• Statistics for spatial data
• Variogram fitting with a general class of conditionally nonnegative definite functions

Cited in

(1)

• Covariance Models with Spectral Additive Components

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