Tail estimation of the spectral density for a stationary Gaussian random field
DOI10.1016/j.jmva.2012.11.014zbMath1277.62222OpenAlexW2053157356MaRDI QIDQ391522
Wei-Ying Wu, Yimin Xiao, Chae Young Lim
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.11.014
fractal dimensioninfill asymptoticsWhittle likelihoodfractal indexfixed-domain asymptoticsmicroergodic parameters
Inference from spatial processes (62M30) Random fields; image analysis (62M40) Inference from stochastic processes and spectral analysis (62M15) Statistics of extreme values; tail inference (62G32)
Related Items (max. 100)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
- Properties of spatial cross-periodograms using fixed-domain asymptotics
- Correlation theory of stationary and related random functions. Volume I: Basic results
- Interpolation of spatial data. Some theory for kriging
- Maximum likelihood estimation of parameters under a spatial sampling scheme
- Bounds on the efficiency of linear predictions using an incorrect covariance function
- The screening effect in kriging
- Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
- Gaussian semiparametric estimation of long range dependence
- Periodogram-based estimators of fractal properties
- Fractal and smoothness properties of space-time Gaussian models
- On fixed-domain asymptotics and covariance tapering in Gaussian random field models
- Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields
- On the consistent separation of scale and variance for Gaussian random fields
- Towards reconciling two asymptotic frameworks in spatial statistics
- Fractal Analysis of Surface Roughness by Using Spatial Data
- Random Fields and Geometry
- Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
- Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
This page was built for publication: Tail estimation of the spectral density for a stationary Gaussian random field