Non parametric estimation of smooth stationary covariance functions by interpolation methods

DOI10.1007/S11203-007-9014-ZMaRDI QIDQ623485zbMATH OpenOpenAlexFDO

Authors S. N. Elogne, Olivier Perrin, Christine Thomas-Agnan

Publication date 5 February 2011

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-007-9014-z

zbMATH Keywords

covariance estimationgeostatisticsstationary processespositive definitespline interpolation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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• On the nonparametric estimation of covariance functions
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Cited in

(10)

• Nonparametric estimation of spatial and space-time covariance function
• Adaptive covariance estimation with model selection
• On a relationship between the inverse of a stationary covariance matrix and the linear interpolator
• Nonparametric autocovariance estimation from censored time series by Gaussian imputation
• Estimation of systematic and spatially correlated components of random signals from repeated measurements: application to contrast enhanced computer tomography measurements
• Nonparametric estimation of covariance functions by model selection
• Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
• Estimation of covariance functions by a fully data-driven model selection procedure and its application to Kriging spatial interpolation of real rainfall data
• Nonparametric estimation of a multiple order conditional within-subject covariance function for a continuous times univariate stochastic process
• On the nonparametric estimation of covariance functions

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