Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics (Q6103257): Difference between revisions

Latest revision as of 06:16, 1 August 2024

scientific article; zbMATH DE number 7691591

Language	Label	Description	Also known as
English	Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics	scientific article; zbMATH DE number 7691591

Statements

instance of

scholarly article

0 references

title

Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics (English)

0 references

0 references

0 references

0 references

2 June 2023

0 references

full work available at URL

https://projecteuclid.org/journals/bernoulli/volume-29/issue-3/Estimating-the-parameters-of-some-common-Gaussian-random-fields-with/10.3150/22-BEJ1551.full

0 references

zbMATH Keywords

convergence rate

0 references

fixed-domain asymptotics

0 references

Gaussian random field

0 references

generalized wendland

0 references

Matérn

0 references

multivariate discrete differentiation

0 references

nugget

0 references

powered exponential

0 references

quadratic variation

0 references

space-filling design

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics

0 references

Mixed domain asymptotics for a stochastic process model with time trend and measurement error

0 references

Q4947008

0 references

Q4002793

0 references

Fixed-domain asymptotic properties of tapered maximum likelihood estimators

0 references

Q5185900

0 references

A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables

0 references

Matrix Analysis

0 references

The role of the range parameter for estimation and prediction in geostatistics

0 references

Local inversion-free estimation of spatial Gaussian processes

0 references

An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

0 references

On Latin hypercube sampling

0 references

Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations

0 references

Estimating structured correlation matrices in smooth Gaussian random field models.

0 references

On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions

0 references

A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code

0 references

Q4839975

0 references

Design and analysis of computer experiments. With comments and a rejoinder by the authors

0 references

The design and analysis of computer experiments.

0 references

Large Sample Properties of Simulations Using Latin Hypercube Sampling

0 references

Interpolation of spatial data. Some theory for kriging

0 references

On Identifiability and Consistency of The Nugget in Gaussian Spatial Process Models

0 references

On fixed-domain asymptotics and covariance tapering in Gaussian random field models

0 references

Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve

0 references

Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics

0 references

Identifiers

DOI

10.3150/22-bej1551

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6103257

@@ Property / cites work @@
+Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
+Normal rank
@@ Property / cites work @@
+Mixed domain asymptotics for a stochastic process model with time trend and measurement error
+Normal rank
@@ Property / cites work @@
+Q4947008
@@ Property / cites work: Q4947008 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002793
@@ Property / cites work: Q4002793 / rank @@
+Normal rank
@@ Property / cites work @@
+Fixed-domain asymptotic properties of tapered maximum likelihood estimators
+Normal rank
@@ Property / cites work @@
+Q5185900
@@ Property / cites work: Q5185900 / rank @@
+Normal rank
@@ Property / cites work @@
+A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
+Normal rank
@@ Property / cites work @@
+Matrix Analysis
@@ Property / cites work: Matrix Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+The role of the range parameter for estimation and prediction in geostatistics
+Normal rank
@@ Property / cites work @@
+Local inversion-free estimation of spatial Gaussian processes
+Normal rank
@@ Property / cites work @@
+An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
+Normal rank
@@ Property / cites work @@
+On Latin hypercube sampling
@@ Property / cites work: On Latin hypercube sampling / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
+Normal rank
@@ Property / cites work @@
+Estimating structured correlation matrices in smooth Gaussian random field models.
+Normal rank
@@ Property / cites work @@
+On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
+Normal rank
@@ Property / cites work @@
+A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
+Normal rank
@@ Property / cites work @@
+Q4839975
@@ Property / cites work: Q4839975 / rank @@
+Normal rank
@@ Property / cites work @@
+Design and analysis of computer experiments. With comments and a rejoinder by the authors
+Normal rank
@@ Property / cites work @@
+The design and analysis of computer experiments.
@@ Property / cites work: The design and analysis of computer experiments. / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Simulations Using Latin Hypercube Sampling
+Normal rank
@@ Property / cites work @@
+Interpolation of spatial data. Some theory for kriging
+Normal rank
@@ Property / cites work @@
+On Identifiability and Consistency of The Nugget in Gaussian Spatial Process Models
+Normal rank
@@ Property / cites work @@
+On fixed-domain asymptotics and covariance tapering in Gaussian random field models
+Normal rank
@@ Property / cites work @@
+Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
+Normal rank
@@ Property / cites work @@
+Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
+Normal rank