Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach

DOI10.1080/01621459.2011.646928zbMath1261.62088MaRDI QIDQ4916458

Jorge Mateu, Carlo Gaetan, Moreno Bevilacqua, Emilio Porcu

Publication date: 22 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10234/68502

zbMATH Keywords

Identification; Godambe information; Composite likelihood; Estimating equations; Space-time geostatistics

Mathematics Subject Classification ID

62M40: Random fields; image analysis

62P12: Applications of statistics to environmental and related topics

62M09: Non-Markovian processes: estimation

Related Items

Stable Likelihood Computation for Gaussian Random Fields, A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis, Knowledge Learning of Insurance Risks Using Dependence Models, On the performance of the Bayesian composite likelihood estimation of max-stable processes, Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data, A FREQUENCY DOMAIN APPROACH FOR THE ESTIMATION OF PARAMETERS OF SPATIO‐TEMPORAL STATIONARY RANDOM PROCESSES, Likelihood-based inference for multivariate space-time wrapped-Gaussian fields, Estimating Spatial Changes Over Time of Arctic Sea Ice using Hidden 2×2 Tables, Statistical modeling of spatial extremes, Extending the Gneiting class for modeling spatially isotropic and temporally symmetric vector random fields, Modeling Temporally Evolving and Spatially Globally Dependent Data, Comparing composite likelihood methods based on pairs for spatial Gaussian random fields, A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers, Covariance tapering for multivariate Gaussian random fields estimation, Asymptotic properties of multivariate tapering for estimation and prediction, Composite likelihood inference for multivariate Gaussian random fields, Characteristics of some classes of space-time covariance functions, A non-Gaussian spatial generalized linear latent variable model, Parallel inference for massive distributed spatial data using low-rank models, On composite marginal likelihoods, Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation, Estimation of spatial max-stable models using threshold exceedances, The Dagum family of isotropic correlation functions, Modelling residuals dependence in dynamic life tables: a geostatistical approach, Prediction of particle pollution through spatio-temporal multivariate geostatistical analysis: spatial special issue, Spatio-temporal analysis with short- and long-memory dependence: a state-space approach, Anisotropy models for spatial data, Composite likelihood estimation for a Gaussian process under fixed domain asymptotics, Nested covariance functions on graphs with Euclidean edges cross time, Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions, Composite likelihood methods for histogram-valued random variables, Linking physics and spatial statistics: a new family of Boltzmann-Gibbs random fields, A hierarchical multivariate spatio-temporal model for clustered climate data with annual cycles, On full efficiency of the maximum composite likelihood estimator, A class of valid Matérn cross-covariance functions for multivariate spatio-temporal random fields, Efficient pairwise composite likelihood estimation for spatial-clustered data

Cites Work

• Unnamed Item
• On the asymptotic joint distribution of sample space-time covariance estimators
• A modeling approach for large spatial datasets
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• Interpolation of spatial data. Some theory for kriging
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters
• Towards reconciling two asymptotic frameworks in spatial statistics
• A note on composite likelihood inference and model selection
• A Hybrid Pairwise Likelihood Method
• Fixed Rank Kriging for Very Large Spatial Data Sets
• Optimal Geostatistical Model Selection
• Fitting Gaussian Markov Random Fields to Gaussian Fields
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
• Approximating Likelihoods for Large Spatial Data Sets
• Least Squares Variogram Fitting by Spatial Subsampling
• Statistics for Spatial Data
• Approximate Likelihood for Large Irregularly Spaced Spatial Data
• Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
• Statistical Methods for Regular Monitoring Data
• Composite likelihood and two-stage estimation in family studies