Invited-contributed sesion |
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16:05-16:55 |
Nan-Jun Hsu |
(40 min + 10 min) |
Semiparametric estimation and selection for nonstationary spatial-temporal covariance functions |
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Abstract |
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We propose a new method for estimating nonstationary spatial-temporal covariance functions by representing a spatial-temporal process as a linear combination of a stationary spatialtemporal process and some local basis functions in space with temporal-dependent coefficients. By incorporating a large number of local basis functions with various scales at various locations, the resulting model is flexible to represent a wide variety of nonstationary spatial-temporal features. We consider the sample covariances as the response and formulate the covariance function estimation as a constrained least squares problem. This allows us to select appropriate basis functions and estimate the parameters simultaneously. Some numerical examples are given to show the effectiveness of the proposed method.
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16:55-17:30 |
Nicolis, O., Mateu, J. and D'Ercole, R. |
(25 min + 10 min) |
Testing for anisotropy in spatial point processes |
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