FIXED-DOMAIN ASYMPTOTICS FOR VARIOGRAMS USING SUBSAMPLING

Abstract

The variogram is a measure of the local variation in space of a random field. For large geostatistical data sets, the traditional empirical variogram may be hard to compute. This article presents, for processes with a fixed domain, the effect of using a subsample of the available data on the performance of the empirical variogram. The motivation of this work, apart from the saving on computation, is to study how dense the observations need to be in the bounded sampling region to obtain most of the information we would get from continuous observations in the fixed domain.