Local intrinsic stationarity and its inference
Tailen Hsing, Thomas Brown, Brian Thelen
The Annals of Statistics · 2016 · Volume 44 · Issue 5
Abstract
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.
Keywords
60G12, 62G05, 62G20, 62M30, Intrinsic random functions, nonparametric estimation, nonstationary spatial process
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