Sankhya: The Indian Journal of Statistics
Estimation of Linear Correlation Coefficient of two Correlated Spatial Processes
F. Pascual and H. Zhang, Washington State University, Pullman, USA
SUMMARY. A computationally efficient algorithm is proposed for estimating the parameters of sinusoidal signals in presence of stationary errors. The proposed estimators are consistent, and they are asymptotically equivalent to the least squares estimators. Monte Carlo simulations are performed to compare the proposed one with the other existing comparable methods. It is observed that the proposed estimator works quite well in terms of biases and mean squared errors. The main advantage of the proposed method of estimation is that the estimators can be obtained using only fixed number of iterations. Some real data sets have been analyzed for illustration purposes.
AMS (2000) subject classification. 62M30, 60G15, 86A32.
Key words and phrases. Cross-correlation, exponential covariogram, geostatistics, infill asymptotics, multivariate covariogram.