This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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176
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Type:
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Contributed
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Date/Time:
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Monday, August 2, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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Abstract - #307993 |
Title:
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Sample Surface Properties and Equivalence of Space-Time Gaussian Random Fields
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Author(s):
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Yun Xue*+
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Companies:
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Michigan State University
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Address:
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A 413 Wells Hall, East Lansing, MI, 48824,
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Keywords:
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space-time Gaussian models ;
smoothness ;
fractal ;
equivalence ;
prediction error ;
stationary increments
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Abstract:
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In this talk we present some recent results on probabilistic and statistical properties of a large class of space-time Gaussian random fields with stationary increments. In particular, under certain conditions on the second-order structures or the asymptotic behavior of spectral measures, we establish optimal bounds for the prediction errors, determine the smoothness and fractal properties of these space-time Gaussian models. We also derive a criterion for two space-time Gaussian random fields with stationary increments to be equivalent [or their second-order structures to be compatible in the sense of Stein (1990)], which is useful for studying the asymptotic optimality properties of linear predictions of space-time Gaussian random fields. Our results are applicable to various space-time stationary Gaussian models recently constructed in the literature.
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Authors who are presenting talks have a * after their name.
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