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SPACE-TIME ESTIMATION AND PREDICTION UNDER FIXED-DOMAIN ASYMPTOTICS WITH COMPACTLY SUPPORTED COVARIANCE FUNCTIONS

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dc.creatorTARIK FAOUZI
dc.date2022
dc.date.accessioned2025-01-10T15:32:23Z
dc.date.available2025-01-10T15:32:23Z
dc.date.issued2022
dc.description.abstractWE STUDY THE ESTIMATION AND PREDICTION OF GAUSSIAN PROCESSES WITH SPACE-TIME COVARIANCE MODELS BELONGING TO THE DYNAMICAL GENERALIZED WENDLAND (???) FAMILY, UNDER FIXED-DOMAIN ASYMPTOTICS. SUCH A CLASS IS NONSEPARABLE, HAS DYNAMICAL COMPACT SUPPORTS, AND PARAMETERIZES DIFFERENTIABILITY AT THE ORIGIN SIMILARLY TO THE SPACE-TIME MATÉRN CLASS. OUR RESULTS ARE PRESENTED IN TWO PARTS. FIRST, WE ESTABLISH THE STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY FOR THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE MICROERGODIC PARAMETER ASSOCIATED WITH THE ??? COVARIANCE MODEL, UNDER FIXED-DOMAIN ASYMPTOTICS. THE SECOND PART FOCUSES ON OPTIMAL KRIGING PREDICTION UNDER THE ??? MODEL AND AN ASYMPTOTICALLY CORRECT ESTIMATION OF THE MEAN SQUARED ERROR USING A MISSPECIFIED MODEL. OUR THEORETICAL RESULTS ARE, IN TURN, BASED ON THE EQUIVALENCE OF GAUSSIAN MEASURES UNDER SOME GIVEN FAMILIES OF SPACE-TIME COVARIANCE FUNCTIONS, WHERE BOTH SPACE OR TIME ARE COMPACT. THE TECHNICAL RESULTS ARE PROVIDED IN THE ONLINE SUPPLEMENTARY MATERIAL.
dc.formatapplication/pdf
dc.identifier.doi10.5705/ss.202020.0010
dc.identifier.issn1996-8507
dc.identifier.issn1017-0405
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/12493
dc.languagespa
dc.publisherSTATISTICA SINICA
dc.relation.uri10.5705/ss.202020.0010
dc.rightsPUBLICADA
dc.titleSPACE-TIME ESTIMATION AND PREDICTION UNDER FIXED-DOMAIN ASYMPTOTICS WITH COMPACTLY SUPPORTED COVARIANCE FUNCTIONS
dc.title.alternativeESTIMACIÓN Y PREDICCIÓN DEL ESPACIO-TIEMPO BAJO ASINTÓTICAS DE DOMINIO FIJO CON FUNCIONES DE COVARIANZA SOPORTADAS COMPACTAMENTE
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
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