Asymptotic theory of cepstral random fields. (English) Zbl 1294.62044

McElroy, Tucker S.; Holan, Scott H.

Ann. Stat. 42, No. 1, 64-86 (2014).

Summary: Random fields play a central role in the analysis of spatially correlated data and, as a result, have a significant impact on a broad array of scientific applications. This paper studies the cepstral random field model, providing recursive formulas that connect the spatial cepstral coefficients to an equivalent moving-average random field, which facilitates easy computation of the autocovariance matrix. We also provide a comprehensive treatment of the asymptotic theory for two-dimensional random field models: we establish asymptotic results for Bayesian, maximum likelihood and quasi-maximum likelihood estimation of random field parameters and regression parameters. The theoretical results are presented generally and are of independent interest, pertaining to a wide class of random field models. The results for the cepstral model facilitate model-building: because the cepstral coefficients are unconstrained in practice, numerical optimization is greatly simplified, and we are always guaranteed a positive definite covariance matrix. We show that inference for individual coefficients is possible, and one can refine models in a disciplined manner. Our results are illustrated through simulation and the analysis of straw yield data in an agricultural field experiment.

MSC:

62F12	Asymptotic properties of parametric estimators
62M40	Random fields; image analysis
62M30	Inference from spatial processes
62F15	Bayesian inference

Keywords:

Bayesian estimation; cepstrum; exponential spectral representation; lattice data; spatial statistics; spectral density

Software:

R; spBayes

References:

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