Weighted composite likelihood-based tests for space-time separability of covariance functions

Author:

Bevilacqua M.,Mateu J.,Porcu E.,Zhang H.,Zini A.

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Reference41 articles.

1. Berg, C., Mateu, J., Porcu, E.: The Dagum family of isotropic correlation functions. Bernoulli 14, 1134–1149 (2008)

2. Besag, J.: Spatial interaction and the statistical analysis of lattice systems (with discussions). J. R. Stat. Soc. B 36, 192–236 (1974)

3. Bevilacqua, M., Gaetan, C., Mateu, J., Porcu, E.: Estimating space and space-time covariance functions: a weighted composite likelihood approach. J. Am. Stat. Assoc. (2009, to appear)

4. Cox, D.R.: Partial likelihood. Biometrika 62, 269–276 (1975)

5. Cressie, N., Huang, H.: Classes of nonseparable, spatiotemporal stationary covariance functions. J. Am. Stat. Assoc. 94, 1330–1340 (1999)

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