Search Results - subject:"Variogram"

Spatiotemporal estimation of land subsidence and ground water level decline in West Thessaly basin, Greece

Modis, K.; Sideri, D. - In: Natural Hazards 76 (2015) 2, pp. 939-954

-correlation of deformations and water level were considered. The modeled cross-variogram indicates a spatiotemporal correlation …

Persistent link: https://www.econbiz.de/10011241181

A note on processes with random stationary increments

Zhang, Haimeng; Huang, Chunfeng - In: Statistics & Probability Letters 94 (2014) C, pp. 153-161

When the correlation theory is considered for the processes with random stationary increments, Yaglom (1955) has developed the spectral representation theory. In this note, we complete this development by obtaining the inversion formula of the spectrum in terms of the structure function.

Persistent link: https://www.econbiz.de/10010930592

Spatial functional normal mixed effect approach for curve classification

Ruiz-Medina, Maria; Espejo, Rosa; Romano, Elvira - In: Advances in Data Analysis and Classification 8 (2014) 3, pp. 257-285

This paper proposes a spatial functional formulation of the normal mixed effect model for the statistical classification of spatially dependent Gaussian curves, in both parametric and state space model frameworks. Fixed effect parameters are represented in terms of a functional multiple...

Persistent link: https://www.econbiz.de/10010949654

Spatial design matrices and associated quadratic forms: structure and properties

Hillier, Grant; Martellosio, Federico - Volkswirtschaftliche Fakultät, … - 2006

variogram estimator, under several assumptions about the actual variogram. …

Persistent link: https://www.econbiz.de/10005020502

Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions

Ma, Chunsheng - In: Annals of the Institute of Statistical Mathematics 65 (2013) 5, pp. 941-958

In terms of the two-parameter Mittag-Leffler function with specified parameters, this paper introduces the Mittag-Leffler vector random field through its finite-dimensional characteristic functions, which is essentially an elliptically contoured one and reduces to a Gaussian one when the two...

Persistent link: https://www.econbiz.de/10010848634

Inference for variograms

Bowman, Adrian W.; Crujeiras, Rosa M. - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 19-31

The empirical variogram is a standard tool in the investigation and modelling of spatial covariance. However, its … spatial covariance which may be present. A robust form of empirical variogram based on a fourth-root transformation is used … scale. Calculations of mean, variance and covariance of the binned empirical variogram then allow useful computations such …

Persistent link: https://www.econbiz.de/10011056394

Mixed effect model for absolute log returns of ultra high frequency data

Haug, Stephan; Czado, Claudia - 2005

correlation in irregularly spaced data we use the variogram, known from spatial statistics. …

Persistent link: https://www.econbiz.de/10010266239

Spatial design matrices and associated quadratic forms: Structure and properties

Hillier, Grant; Martellosio, Federico - 2004

variogram estimator, under several assumptions about the actual variogram. …

Persistent link: https://www.econbiz.de/10010318484

Imputing censored data with desirable spatial covariance function properties using simulated annealing

Sedda, L.; Atkinson, P.; Barca, E.; Passarella, G. - In: Journal of Geographical Systems 14 (2012) 3, pp. 265-282

Persistent link: https://www.econbiz.de/10010867934

Spatial modeling of stock market comovements

Fernández-Avilés, Gema; Montero, Jose-María; Orlov, … - In: Finance Research Letters 9 (2012) 4, pp. 202-212

We model the complex global dependencies in international financial markets using spatial techniques. Our methodology allows us to go beyond conventional correlation analyses and volatility-spillover models confined to studying pairwise relationships, and improves the accuracy of return...

Persistent link: https://www.econbiz.de/10011065841