Local intrinsic stationarity and its inference
Local intrinsic stationarity and its inference
复制标题
局部固有平稳性及其推论
DOI：
10.1214/15-aos1402
复制
发表时间：
2016
影响因子：
4.5
通讯作者：
B. Thelen
中科院分区：
文献类型：
--
作者：
T. Hsing;T. Brown;B. Thelen
密集的空间数据现在很常见，它们为以一般方式解决非平稳性提供了动力。通过允许协方差的平稳分量随空间位置变化，扩展了内禀随机函数的概念。针对协方差函数在任意位置呈规则变化的情况，提出了一种基于网格数据的非参数估计方法。通过让网格大小趋于零，给出了该过程在固定域上的渐近理论。
Dense spatial data are commonplace nowadays, and they provide the impetus for addressing nonstationarity in a general way. This paper extends the notion of intrinsic random function by allowing the stationary component of the covariance to vary with spatial location. A nonparametric estimation procedure based on gridded data is introduced for the case where the covariance function is regularly varying at any location. An asymptotic theory is developed for the procedure on a fixed domain by letting the grid size tend to zero.