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
• Matérn family
• Periodogram
• Spatial statistics
• Spectral density

Mathematics Subject Classification:

• 60G10
• 60G60
• 62M30

Acknowledgments

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.