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Estimating space and space-time covariance functions: a weighted composite likelihood approach| old_uid | 5466 |
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| title | Estimating space and space-time covariance functions: a weighted composite likelihood approach |
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| start_date | 2008/10/24 |
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| schedule | 11h |
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| online | no |
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| summary | In this talk we propose a weighted composite likelihood approach for the space and space-time covariance function estimation problem. The estimation method can be considered as a compromise between the computational burden of the maximum likelihood approach and the loss of efficiency of the classical weighted least squares approach using the empirical variogram. An identification
criterion based on the weighted composite likelihood is also introduced.
(This is a joint work with M. Bevilacqua, J. Mateu and E. Porcu) |
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| responsibles | Carlo, Bardet, Cottrell |
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