This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 176
Type: Contributed
Date/Time: Monday, August 2, 2010 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #307993
Title: Sample Surface Properties and Equivalence of Space-Time Gaussian Random Fields
Author(s): Yun Xue*+
Companies: Michigan State University
Address: A 413 Wells Hall, East Lansing, MI, 48824,
Keywords: space-time Gaussian models ; smoothness ; fractal ; equivalence ; prediction error ; stationary increments
Abstract:

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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