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Fitting Continuous ARMA Models to Unequally Spaced Spatial Data

 

作者: RichardH. Jones,   AldoV. Vecchia,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1993)
卷期: Volume 88, issue 423  

页码: 947-954

 

ISSN:0162-1459

 

年代: 1993

 

DOI:10.1080/01621459.1993.10476362

 

出版商: Taylor & Francis Group

 

关键词: Best linear unbiased prediction;Mixed linear models;Rational spectral density;Universal Kriging

 

数据来源: Taylor

 

摘要:

Methods for fitting continuous spatial autoregressive moving average (ARMA) models to unequally spaced observations in two dimensions are reviewed and extended. These are models with rational two-dimensional spectra. Assuming Gaussian input noise and observational errors, maximum likelihood methods are used to estimate the ARMA parameters and the regression coefficients of the deterministic trend. When the number of observations is too large for exact maximum likelihood estimation, approximate maximum likelihood estimation is used based on nearest neighbors. Comparisons of nearest-neighbor methods with exact likelihood methods are presented. Predictions of the height of the field at unobserved points can be calculated with confidence intervals.

 

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