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Geostatistical Analysis Through Spectral Techniques: Some Words of Caution
Authors:J. Mateu  P. Juan  E. Porcu
Affiliation:1. Department of Mathematics , Universitat Jaume I , Castellón, Spain mateu@mat.uji.es;3. Department of Mathematics , Universitat Jaume I , Castellón, Spain
Abstract:
Tapering is a technique proposed in order to avoid the so-called edge-effects in spectral estimation. Recent literature has emphasised the importance of tapering for spectral methods applied to the analysis of spatial dependence. In this work we show, through applications and an extensive simulation study, that tapering can be very dangerous if it is not used with caution. An interesting aspect of spectral estimation arises in the presence of a nugget effect in the spatial structure.
Keywords:Data tapers  Geostatistics  Matérn family  Periodogram  Spatial statistics  Spectral density
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