Parameter Estimation for Correlated Matérn Random Fields

Abstract: This talk explores parameter estimation for two correlated spatial random fields in the context of a geophysical lithospheric flexure problem. The governing equations of lithospheric flexure and the Matérn covariance model provide the physical and statistical foundations for the problem. Parameter estimation is then approached through the spectral-domain Whittle likelihood. The advantages of the Whittle likelihood as an approximation to the Gaussian likelihood will be discussed.