Publication: Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
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Bevilacqua, M., Faouzi, T., Furrer, R., & Porcu, E. (2019). Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics. The Annals of Statistics, 47(2), 825–856. https://doi.org/10.1214/17-AOS1652
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We study estimation and prediction of Gaussian random fields with covariance models belonging to the generalized Wendland (GW) class, under fixed domain asymptotics. As for the Matérn case, this class allows for a continuous parameterization of smoothness of the underlying Gaussian random field, being additionally compactly supported. The paper is divided into three parts: first, we characterize the equivalence of two Gaussian measures with GW covariance function, and we provide sufficient conditions for the equivalence of two Gaussia
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- Bevilacqua, M
- Faouzi, T
- Porcu, E
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Bevilacqua, M., Faouzi, T., Furrer, R., & Porcu, E. (2019). Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics. The Annals of Statistics, 47(2), 825–856. https://doi.org/10.1214/17-AOS1652
