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Activity Number: 235 - Spatio-Temporal Theory and Methods
Type: Contributed
Date/Time: Monday, July 31, 2017 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistics and the Environment
Abstract #324916
Title: Local Variance Estimation in a Spatio-Temporal Process
Author(s): Eunice Kim*
Companies:
Keywords: variance function ; spatio-temporal process ; difference filter ; nonstationarity
Abstract:

We provide a nonparametric method to estimate a spatial variance function, which helps constructing a confidence band of a spatio-temporal process. The method is applicable to any continuous spatial process collected over time. We use a linear filter to compute a local variogram and local variance (Kim et al., 2016). We investigate the relationship between the effective sample size and the smoothness parameter through a simulation study. The estimation results are compared to that of a local-likelihood approach proposed by Anderes and Stein(2011).


Authors who are presenting talks have a * after their name.

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