Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes
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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
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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
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