JSM 2011 Online Program

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Abstract Details

Activity Number: 601
Type: Invited
Date/Time: Thursday, August 4, 2011 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #300432
Title: Analysis of High-Frequency Spatio-Temporal Data
Author(s): Hao Zhang*+
Companies: Purdue University
Address: Department of Statistics, West Lafayette, IN, 47907-2066,
Keywords:
Abstract:

In environmental monitoring and sensor network, data are collected at a high frequency at various spatial locations. It is natural to treat the observations as a realization from a spatio-temporal process where both the spatial and temporal domains are continuous. Despite the explicit spatio-temporal covariance function available in the literature, there is some advantage to define the covariance function implicitly through the spatio-temporal spectral density. We will examine a family of the spatio-temporal spectral density and study the inferential problems.


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