Pages that link to "Item:Q1600713"

The following pages link to On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters (Q1600713):

Displayed 24 items.

• On nonparametric variogram estimation (Q457315) ‎ (← links)
• Misparametrization subsets for penalized least squares model selection (Q466060) ‎ (← links)
• Combining robustness with efficiency in the estimation of the variogram (Q539033) ‎ (← links)
• Kriging prediction intervals based on semiparametric bootstrap (Q616050) ‎ (← links)
• Least squares estimation of nonlinear spatial trends (Q962275) ‎ (← links)
• Spatial prediction in the presence of left-censoring (Q1623454) ‎ (← links)
• Flexible and efficient estimating equations for variogram estimation (Q1662314) ‎ (← links)
• Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) ‎ (← links)
• Spatial econometrics for misaligned data (Q2106400) ‎ (← links)
• A statistical analysis of noisy crowdsourced weather data (Q2179947) ‎ (← links)
• Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) ‎ (← links)
• Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap (Q2316975) ‎ (← links)
• Semiparametric estimation for isotropic max-stable space-time processes (Q2325332) ‎ (← links)
• A frequency domain empirical likelihood method for irregularly spaced spatial data (Q2343954) ‎ (← links)
• On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice (Q2392489) ‎ (← links)
• Spatial circulants, with applications (Q2431580) ‎ (← links)
• On asymptotic properties of the mark variogram estimator of a marked point process (Q2433823) ‎ (← links)
• Asymptotic normality of the Nadaraya-Watson semivariogram estimators (Q2477586) ‎ (← links)
• Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference (Q2965535) ‎ (← links)
• Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach (Q4916458) ‎ (← links)
• An asymptotically unbiased weighted least squares estimation criterion for parametric variograms of second order stationary geostatistical processes (Q5086322) ‎ (← links)
• Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) ‎ (← links)
• A comparison of sampling grids, cut-off distance and type of residuals in parametric variogram estimation (Q5267875) ‎ (← links)
• High-Dimensional Spatial Quantile Function-on-Scalar Regression (Q5881157) ‎ (← links)