info:eu-repo/semantics/doctoralThesis
Modeling and estimation of some non Gaussian random fields
Modeling and estimatión of some non gaussian random fields
Autor
Caamaño-Carrillo, Christian Eloy
Institución
Resumen
In this work, we propose two types of models for the analysis of regression and dependence of positive and continuous spatio-temporal data, and of continuous spatio-temporal data with possible asymmetry and/or heavy tails. For the first case, we propose two (possibly non stationary) random fields with Gamma and Weibull marginals. Both random fields are obtained transforming a rescaled sum of independent copies of squared Gaussian random fields. For the second case, we propose a random field with t marginal distribution. We then consider two possible generalizations allowing for possible asymmetry. In the first approach we obtain a skew-t random field mixing a skew Gaussian random field with an inverse square root Gamma random field. In the second approach we obtain a two piece t random field mixing a specific binary discrete random field with half-t random field.
We study the associated second order properties and in the stationary case, the geometrical properties. Since maximum likelihood estimation is computationally unfeasible, even for relatively small data-set, we propose the use of the pairwise likelihood. The effectiveness of our proposal for the gamma and weibull cases, is illustrated through a simulation study and a re-analysis of the Irish Wind speed data (Haslett and Raftery, 1989) without considering any prior transformation of the data as in previous statistical analysis. For the t and asymmetric t cases we present a simulated study in order to show the performance of our method.