A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process (Q811076): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process |
scientific article |
Statements
A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process (English)
0 references
1990
0 references
Brownian motion
0 references
kriging
0 references
generalized cross validation
0 references
modified maximum likelihood estimate
0 references
linear smoothing spline with equally spaced observations
0 references
asymptotically normal
0 references
asymptotic variance
0 references
higher order smoothing splines
0 references
