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