Local likelihood estimation for nonstationary random fields

DOI10.1016/j.jmva.2010.10.010zbMath1207.62177arXiv0911.0047OpenAlexW2024547890MaRDI QIDQ631615

Ethan B. Anderes, Michael L. Stein

Publication date: 14 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.0047

zbMATH Keywords

random fieldsnonstationaritylocal likelihoodlocal parameters

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

Related Items

Non-stationary dependence structures for spatial extremes, Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion), Regression‐based covariance functions for nonstationary spatial modeling, Temporally local maximum likelihood with application to SIS model, Scalable computations for nonstationary Gaussian processes, Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes, Nonstationary modeling for multivariate spatial processes, Gaussian semiparametric estimates on the unit sphere, An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach, Estimators of fractal dimension: assessing the roughness of time series and spatial data, Localized/shrinkage Kriging predictors, Variance function estimation of a one-dimensional nonstationary process

Uses Software

• R
• faraway

Cites Work

• Unnamed Item
• Unnamed Item
• Interpolation of spatial data. Some theory for kriging
• A likelihood approximation for locally stationary processes
• On the consistent separation of scale and variance for Gaussian random fields
• Estimating deformations of isotropic Gaussian random fields on the plane
• How rich is the class of multifractional Brownian motions?
• Multiresolution models for nonstationary spatial covariance functions
• Weighted Local Regression and Kernel Methods for Nonparametric Curve Fitting
• Local Maximum Likelihood Estimation and Inference
• Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics