Search Results - subject:"nugget effect"

Unified principal component analysis for sparse and dense functional data under spatial dependency

Zhang, Haozhe; Li, Yehua - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1523-1537

Persistent link: https://www.econbiz.de/10013540369

Difference based estimators and infill statistics

León, José; Ludeña, Carenne - In: Statistical Inference for Stochastic Processes 18 (2015) 1, pp. 1-31

estimation in the presence of an additive white noise, known as the nugget effect or micro-structure error. Copyright Springer …

Persistent link: https://www.econbiz.de/10011240815

Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction

Zhang, Wenyang; Yao, Qiwei; Tong, Howell; Stenseth, Nils Chr - London School of Economics (LSE) - 2003

time series. The asymptotic results show that spatial smoothing will improve the estimation in the presence of nugget … effect, even when the sample size in each location is large. The proposed methodology is used to analyze the annual mink and …

Persistent link: https://www.econbiz.de/10011126442