Nonparametric Estimation of Nonstationary Spatial Covariance Structure

@article{Sampson1992NonparametricEO,
  title={Nonparametric Estimation of Nonstationary Spatial Covariance Structure},
  author={Paul D. Sampson and Peter Guttorp},
  journal={Journal of the American Statistical Association},
  year={1992},
  volume={87},
  pages={108-119}
}
  • P. Sampson, P. Guttorp
  • Published 1 March 1992
  • Mathematics
  • Journal of the American Statistical Association
Abstract Estimation of the covariance structure of spatial processes is a fundamental prerequisite for problems of spatial interpolation and the design of monitoring networks. We introduce a nonparametric approach to global estimation of the spatial covariance structure of a random function Z(x, t) observed repeatedly at times ti (i = 1, …, T) at a finite number of sampling stations xi (i = 1, 2, …, N) in the plane. Our analyses assume temporal stationarity but do not assume spatial… Expand
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