Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes
From MaRDI portal
Publication:2189098
DOI10.1016/j.jspi.2020.02.008zbMath1441.62191MaRDI QIDQ2189098
Agnès Lagnoux, François Bachoc
Publication date: 15 June 2020
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2020.02.008
Gaussian process; composite likelihood; fixed-domain asymptotics; non-Gaussian limit; consistency and convergence rate; microergodicity
Related Items
Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments, Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Mixed domain asymptotics for a stochastic process model with time trend and measurement error
- Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
- Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
- Asymptotically efficient prediction of a random field with a missspecified covariance function
- Interpolation of spatial data. Some theory for kriging
- Quadratic variations and estimation of the local Hölder index of a Gaussian process
- The design and analysis of computer experiments.
- Approximation, metric entropy and small ball estimates for Gaussian measures
- Nested kriging predictions for datasets with a large number of observations
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
- Bounds on the efficiency of linear predictions using an incorrect covariance function
- Asymptotics for REML estimation of spatial covariance parameters
- The effect of the nugget on Gaussian process emulators of computer models
- Composite likelihood estimation for a Gaussian process under fixed domain asymptotics
- Cross-validation estimation of covariance parameters under fixed-domain asymptotics
- Parallel partial Gaussian process emulation for computer models with massive output
- Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case
- Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
- Training Products of Experts by Minimizing Contrastive Divergence
- Maximum likelihood estimation of models for residual covariance in spatial regression
- Towards reconciling two asymptotic frameworks in spatial statistics
- Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints
- Approximating Likelihoods for Large Spatial Data Sets
- Gaussian Markov Random Fields
- The role of the range parameter for estimation and prediction in geostatistics
- Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
- Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
