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Activity Number: 678 - New Methods in Spatial and Spatiotemporal Modeling and Assessment
Type: Contributed
Date/Time: Thursday, August 2, 2018 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistics and the Environment
Abstract #328987 Presentation
Title: Parametric Variogram Matrices Spanning from Weak to Intrinsic Stationarity
Author(s): Wanfang Chen* and Marc G Genton
Companies: KAUST and King Abdullah University of Science and Technology
Keywords: bounded and unbounded variogram; cross-variogram; variogram; weak stationarity; intrinsic stationarity; variogram matrix

Variogram matrices are important tools in geostatistics for multivariate spatial prediction, also called cokriging. When it is unclear whether the multivariate random field is jointly weakly stationary or jointly intrinsically stationary, a variogram matrix model that is capable of spanning from one to the other is advantageous. We propose several such parametric models for both traditional and pseudo variogram matrices based on the method of latent dimensions and the linear model of coregionalization. Specifically, the entries in the parametric variogram matrix, i.e., the marginal variograms in the diagonal and cross-variograms in the off-diagonals, are able to vary between boundedness and unboundedness by changing the values of parameters.

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

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