Geostatistical analysis through spectral techniques: Some words of caution

J. Mateu; P. Juan; E. Porcu

doi:10.1080/03610910701539831

Geostatistical analysis through spectral techniques: Some words of caution

J. Mateu, P. Juan, E. Porcu

Mathematics

Universitat Jaume I de Castellón

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

Tapering is a technique proposed in order to avoid the so-called edge-effects in spectral estimation. Recent literature has emphasised the importance of tapering for spectral methods applied to the analysis of spatial dependence. In this work we show, through applications and an extensive simulation study, that tapering can be very dangerous if it is not used with caution. An interesting aspect of spectral estimation arises in the presence of a nugget effect in the spatial structure.

Original language	British English
Pages (from-to)	1035-1051
Number of pages	17
Journal	Communications in Statistics: Simulation and Computation
Volume	36
Issue number	5
DOIs	https://doi.org/10.1080/03610910701539831
State	Published - 1 Sep 2007

Keywords

Data tapers
Geostatistics
Matrn family
Periodogram
Spatial statistics
Spectral density

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10.1080/03610910701539831

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title = "Geostatistical analysis through spectral techniques: Some words of caution",

abstract = "Tapering is a technique proposed in order to avoid the so-called edge-effects in spectral estimation. Recent literature has emphasised the importance of tapering for spectral methods applied to the analysis of spatial dependence. In this work we show, through applications and an extensive simulation study, that tapering can be very dangerous if it is not used with caution. An interesting aspect of spectral estimation arises in the presence of a nugget effect in the spatial structure.",

keywords = "Data tapers, Geostatistics, Matrn family, Periodogram, Spatial statistics, Spectral density",

author = "J. Mateu and P. Juan and E. Porcu",

note = "Funding Information: Work was partially funded by grant MTM2004-06231 from the Spanish Ministry of Education and Science. The referee and editor are acknowledged with thanks as their comments improved an earlier version of the article.",

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T2 - Some words of caution

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AU - Juan, P.

AU - Porcu, E.

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N2 - Tapering is a technique proposed in order to avoid the so-called edge-effects in spectral estimation. Recent literature has emphasised the importance of tapering for spectral methods applied to the analysis of spatial dependence. In this work we show, through applications and an extensive simulation study, that tapering can be very dangerous if it is not used with caution. An interesting aspect of spectral estimation arises in the presence of a nugget effect in the spatial structure.

AB - Tapering is a technique proposed in order to avoid the so-called edge-effects in spectral estimation. Recent literature has emphasised the importance of tapering for spectral methods applied to the analysis of spatial dependence. In this work we show, through applications and an extensive simulation study, that tapering can be very dangerous if it is not used with caution. An interesting aspect of spectral estimation arises in the presence of a nugget effect in the spatial structure.

KW - Data tapers

KW - Geostatistics

KW - Matrn family

KW - Periodogram

KW - Spatial statistics

KW - Spectral density

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JO - Communications in Statistics: Simulation and Computation

JF - Communications in Statistics: Simulation and Computation

IS - 5

ER -

Geostatistical analysis through spectral techniques: Some words of caution

Abstract

Keywords

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