Spatial dependence estimation using FFT of biased covariances |
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Authors: | Rubé n Ferná ndez-Casal,Rosa M. Crujeiras |
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Affiliation: | 1. Department of Mathematics, University of A Coruña, Spain;2. Department of Statistics and Operations Research, Faculty of Mathematics, University of Santiago de Compostela, Santiago de Compostela, Spain |
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Abstract: | One of the main problems in geostatistics is fitting a valid variogram or covariogram model in order to describe the underlying dependence structure in the data. The dependence between observations can be also modeled in the spectral domain, but the traditional methods based on the periodogram as an estimator of the spectral density may present some problems for the spatial case. In this work, we propose an estimation method for the covariogram parameters based on the fast Fourier transform (FFT) of biased covariances. The performance of this estimator for finite samples is compared through a simulation study with other classical methods stated in spatial domain, such as weighted least squares and maximum likelihood, as well as with other spectral estimators. Additionally, an example of application to real data is given. |
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Keywords: | Covariogram Geostatistics Spatial dependence Spectral density Periodogram |
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