Title: On some problems concerning the compact support for scalar and
vector?valued Random Fields defined over space and time.
*** Emílio Porcu (Un Castillha La Mancha)
*** Quinta-feira, 29/03/2012, 10:00 LAB A
Abstract: In the last year there has been an increasing interest for the
analyisis of scalar and vector?valued random fields defined over space and
time. Practitioners often deal with massive data sets for which estimation
through maximum likelihood techniques becomes often unfeasible. Using
compactly supported covariance function can allow to overcome such problem
and tapering techiques have been proposed, in the past, in the context of
scalar?valued random fields defined over space only (Du, Zhang and
Mandrekar, 2009). We believe that the extension of compact support to
space?time as well as to vector?valued random fields represents a
considerable challenge from the mathematical viewpoint and an important
tool for the statistical community. In this talk we present a personal
selection of the results obtained in the last three years of research.