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Activity Number: 535
Type: Contributed
Date/Time: Wednesday, August 7, 2013 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistics and the Environment
Abstract - #310154
Title: Estimation of Smoothness of a Stationary Gaussian Random Field
Author(s): Wei-Ying Wu*+ and Chae Young Lim
Companies: National Dong Hwa University and Michigan State
Keywords: stationary ; spectral density ; mean-squared prediction ; periodogram ; infill
Abstract:

For a d-dimensional stationary Gaussian random field, when the frequency is large, the decay rate of the spectral density determines the smoothness of the process, which is related to the performance of mean-squared prediction. In this work, we propose the estimator of the decay rate using periodogram when the observations are on a grid and investigate the asymptotic properties under infill setting. An algorithm to reduce bias is developed and simulation study and data example will be presented.


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