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Spatial smoothing, Nugget effect and infill asymptotics

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  • Lu, Zudi
  • Tjostheim, Dag
  • Yao, Qiwei

Abstract

For spatio-temporal regression models with observations taken regularly in time but irregularly over space, we investigate the effect of spatial smoothing on the reduction of variance in estimating both parametric and nonparametric regression functions. The processes concerned are stationary in time but may be nonstationary over space. Our study indicates that under the infill asymptotic framework, the existence of the so-called nugget effect in either regressor process or noise process is necessary for spatial smoothing to reduce the estimation variance. In particular the nugget effect in the regressor process may lead to a faster convergence rate in estimating nonparametric regression functions.

Suggested Citation

  • Lu, Zudi & Tjostheim, Dag & Yao, Qiwei, 2008. "Spatial smoothing, Nugget effect and infill asymptotics," LSE Research Online Documents on Economics 24133, London School of Economics and Political Science, LSE Library.
    • Handle: RePEc:ehl:lserod:24133
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    File URL: http://eprints.lse.ac.uk/24133/
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    References listed on IDEAS

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    1. Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr. Stenseth, 2003. "Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction," Biometrics, The International Biometric Society, vol. 59(4), pages 813-821, December.
    2. Yao, Qiwei & Brockwell, Peter J, 2006. "Gaussian maximum likelihood estimation for ARMA models II: spatial processes," LSE Research Online Documents on Economics 5416, London School of Economics and Political Science, LSE Library.
    3. Zhang, Hao, 2004. "Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 250-261, January.
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    Cited by:

    1. José León & Carenne Ludeña, 2015. "Difference based estimators and infill statistics," Statistical Inference for Stochastic Processes, Springer, vol. 18(1), pages 1-31, April.
    2. Gijbels, Irène & Veraverbeke, Noël & Omelka, Marel, 2011. "Conditional copulas, association measures and their applications," Computational Statistics & Data Analysis, Elsevier, vol. 55(5), pages 1919-1932, May.
    3. Al-Sulami, Dawlah & Jiang, Zhenyu & Lu, Zudi & Zhu, Jun, 2017. "Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data," Econometrics and Statistics, Elsevier, vol. 2(C), pages 22-35.
    4. Tae Kim & Jeong Park & Gyu Song, 2010. "An asymptotic theory for the nugget estimator in spatial models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(2), pages 181-195.
    5. Zudi Lu & Dag Johan Steinskog & Dag Tjøstheim & Qiwei Yao, 2009. "Adaptively varying‐coefficient spatiotemporal models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(4), pages 859-880, September.

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    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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