Likelihood-based inference for multivariate space-time wrapped-Gaussian fields

DOI10.1080/00949655.2016.1162309OpenAlexW2412839887MaRDI QIDQ5222501FDOQ5222501

Authors: Alfredo Alegria, Moreno Bevilacqua, Emilio Porcu 

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1162309

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zbMATH Keywords

composite likelihoodcovariance estimationdirectional datarandom fields

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Spatial analysis of wave direction data using wrapped Gaussian processes
• Spatio-temporal circular models with non-separable covariance structure
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• Interpolation of spatial data. Some theory for kriging
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• Nonseparable, Stationary Covariance Functions for Space–Time Data
• A Composite Likelihood Approach to Binary Spatial Data
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• Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach
• Likelihood-Based Inference for Max-Stable Processes
• Matérn Cross-Covariance Functions for Multivariate Random Fields
• Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
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• Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
• A multivariate von mises distribution with applications to bioinformatics
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• Topics in circular statistics. With 1 IBM-PC floppy disk (3. 5 inch, HD)
• Statistical Analysis of Circular Data
• Joint spatio-temporal analysis of a linear and a directional variable: space-time modeling of wave heights and wave directions in the Adriatic Sea
• A note on pseudolikelihood constructed from marginal densities
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• Modeling Space and Space-Time Directional Data Using Projected Gaussian Processes
• Cross-covariance functions for multivariate geostatistics
• On the flexibility of multivariate covariance models: comment on the paper by Genton and Kleiber
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• Composite likelihood inference for multivariate Gaussian random fields
• Characterization theorems for the Gneiting class of space-time covariances

Cited In (4)

• Composite likelihood inference for multivariate Gaussian random fields
• Strictly positive definite multivariate covariance functions on spheres
• A non-stationary model for spatially dependent circular response data based on wrapped Gaussian processes
• 30 years of space-time covariance functions

Uses Software

• CircStats
• circular
• CompRandFld

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