On the consistency of inversion-free parameter estimation for Gaussian random fields

DOI10.1016/J.JMVA.2016.06.003zbMath1349.62448arXiv1601.03822OpenAlexW2295602043MaRDI QIDQ739606

Clayton Scott, XuanLong Nguyen, Hossein Keshavarz

Publication date: 18 August 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.03822

zbMATH Keywords

covariance functionasymptotic analysisstationary Gaussian processinversion-free estimation

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Gaussian processes (60G15)

Related Items (3)

Nonparametric estimation of isotropic covariance function ⋮ Local inversion-free estimation of spatial Gaussian processes ⋮ On the consistency of inversion-free parameter estimation for Gaussian random fields

Uses Software

• LBFGS-B

Cites Work

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