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1988
DOI: 10.1111/j.2517-6161.1988.tb01729.x
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Estimation and Model Identification for Continuous Spatial Processes

Abstract: Formal parameter estimation and model identification procedures for continuous domain spatial processes are introduced. The processes are assumed to be adequately described by a linear model with residuals that follow a second-order stationary Gaussian random field and data are assumed to consist of noisy observations of the process at arbitrary sampling locations. A general class of two-dimensional rational spectral density functions with elliptic contours is used to model the spatial covariance function. An … Show more

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Cited by 366 publications
(416 citation statements)
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“…This approach requires the inversion of a very large variancecovariance matrix to evaluate the joint distribution of the random field, on operation that is not practical for witness tree data that may involve tens or even hundreds of thousands of surveyed trees. Approximate likelihood methods of Vecchia (1988) were considered, but the resulting Markov Chain Monte Carlo algorithm yielded a chain with very strong autocorrelations among iterates, and failed to converge within even 50,000 iterations.…”
Section: Data Modelmentioning
confidence: 99%
“…This approach requires the inversion of a very large variancecovariance matrix to evaluate the joint distribution of the random field, on operation that is not practical for witness tree data that may involve tens or even hundreds of thousands of surveyed trees. Approximate likelihood methods of Vecchia (1988) were considered, but the resulting Markov Chain Monte Carlo algorithm yielded a chain with very strong autocorrelations among iterates, and failed to converge within even 50,000 iterations.…”
Section: Data Modelmentioning
confidence: 99%
“…When φ 1 = 0.5, (7) reduces to the exponential covariance function exp (− |s/φ 2 |), which is identical to (8) with φ 1 = 1, while as φ 1 → ∞, (7) converges to exp  − (s/φ 2 ) 2 /2  , but non-nested tests can choose between (7) and (8). A number of other models, and their fitting to irregularlyspaced data, have been considered by, e.g., Vecchia (1988), Jones and Vecchia (1993), Handcock and Wallis (1994), Stein et al (2004) and Fuentes (2007).…”
Section: Spatial Correlation Modelsmentioning
confidence: 99%
“…Whittle (1954) described a spatial random field on R 2 or R 3 by using the stochastic partial differential equation driven by white noise. His work was extended by Heine (1955), Whittle (1956Whittle ( ), (1962, Vecchia (1985Vecchia ( , 1988Vecchia ( , 1992, and Renshaw (1994). Jones and Zhang (1997) consider a separable spatiotemporal random field which is formally written as…”
Section: Stochastic Partial Differential Equationsmentioning
confidence: 99%