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A New Covariance Function and Spatio-Temporal Prediction (Kriging) for A Stationary Spatio-Temporal Random Process

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  • T. Subba Rao
  • Gyorgy Terdik

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  • T. Subba Rao & Gyorgy Terdik, 2017. "A New Covariance Function and Spatio-Temporal Prediction (Kriging) for A Stationary Spatio-Temporal Random Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 936-959, November.
  • Handle: RePEc:bla:jtsera:v:38:y:2017:i:6:p:936-959
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    File URL: http://hdl.handle.net/10.1111/jtsa.12245
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    References listed on IDEAS

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    1. Tata Subba Rao & Sourav Das & Georgi N. Boshnakov, 2014. "A Frequency Domain Approach For The Estimation Of Parameters Of Spatio-Temporal Stationary Random Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(4), pages 357-377, July.
    2. Michael L. Stein, 2005. "Space-Time Covariance Functions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 310-321, March.
    3. Yoshihiro Yajima, 1989. "A Central Limit Theorem Of Fourier Transforms Of Strongly Dependent Stationary Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 10(4), pages 375-383, July.
    4. Moreno Bevilacqua & Carlo Gaetan & Jorge Mateu & Emilio Porcu, 2012. "Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(497), pages 268-280, March.
    5. Peter Hall & Ingrid Van Keilegom, 2003. "Using difference‐based methods for inference in nonparametric regression with time series errors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 443-456, May.
    6. Fabio Sigrist & Hans R. Künsch & Werner A. Stahel, 2015. "Stochastic partial differential equation based modelling of large space–time data sets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(1), pages 3-33, January.
    7. Sujit K. Sahu & Kanti V. Mardia, 2005. "A Bayesian kriged Kalman model for short‐term forecasting of air pollution levels," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 54(1), pages 223-244, January.
    8. Tata Subba Rao & Granville Tunnicliffe Wilson & Tata Subba Rao & Gyorgy Terdik, 2017. "On the Frequency Variogram and on Frequency Domain Methods for the Analysis of Spatio-Temporal Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 308-325, March.
    9. Michael L. Stein & Zhiyi Chi & Leah J. Welty, 2004. "Approximating likelihoods for large spatial data sets," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 275-296, May.
    10. Peter F. Craigmile & Peter Guttorp, 2011. "Space‐time modelling of trends in temperature series," Journal of Time Series Analysis, Wiley Blackwell, vol. 32, pages 378-395, July.
    11. Ma, Chunsheng, 2003. "Spatio-temporal stationary covariance models," Journal of Multivariate Analysis, Elsevier, vol. 86(1), pages 97-107, July.
    12. Michael L. Stein, 2005. "Statistical methods for regular monitoring data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 667-687, November.
    13. Finn Lindgren & Håvard Rue & Johan Lindström, 2011. "An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(4), pages 423-498, September.
    14. Yogesh Dwivedi & Suhasini Subba Rao, 2011. "A test for second‐order stationarity of a time series based on the discrete Fourier transform," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(1), pages 68-91, January.
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