A1038
Title: Fixed-domain asymptotics for Gaussian random fields
Authors: Wei-Liem Loh - National University of Singapore (Singapore)
Saifei Sun - City University of Hong Kong (Hong Kong) [presenting]
Abstract: The purpose is to consider the covariance parameter estimation for Gaussian random fields that are observed with measurement error and irregularly spaced design sites on a fixed and bounded domain. The Gaussian random fields are assumed to have smooth mean functions and isotropic covariance functions belonging to powered exponential, Matrn, or generalized Wendland class. Under fixed-domain asymptotics, consistent estimators are proposed for three microergodic parameters, namely the nugget, the smoothness parameter, and a parameter related to the coefficient of the principal irregular term of the covariance function. Upper bounds for the convergence rate of these estimators are also established.
