Estimation and Model Identification for Continuous Spatial Processes

1988 Journal of the Royal Statistical Society Series B (Statistical Methodology) 511 citations

Abstract

SUMMARY Formal parameter estimation and model identification procedures for continuous domain spatial processes are introduced. The processes are assumed to be adequately described by a linear model with residuals that follow a second-order stationary Gaussian random field and data are assumed to consist of noisy observations of the process at arbitrary sampling locations. A general class of two-dimensional rational spectral density functions with elliptic contours is used to model the spatial covariance function. An iterative estimation procedure alleviates many of the computational difficulties of conventional maximum likelihood estimation for non-lattice data. The procedure is applied to several generated data sets and to an actual ground-water data set.

Keywords

Covariance functionCovarianceApplied mathematicsRandom fieldEstimation theoryGaussian processMathematicsGaussianAlgorithmComputer scienceMathematical optimizationStatistics

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Year
1988
Type
article
Volume
50
Issue
2
Pages
297-312
Citations
511
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Aldo V. Vecchia (1988). Estimation and Model Identification for Continuous Spatial Processes. Journal of the Royal Statistical Society Series B (Statistical Methodology) , 50 (2) , 297-312. https://doi.org/10.1111/j.2517-6161.1988.tb01729.x

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DOI
10.1111/j.2517-6161.1988.tb01729.x