Pages that link to "Item:Q1952185"
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The following pages link to On fixed-domain asymptotics and covariance tapering in Gaussian random field models (Q1952185):
Displayed 29 items.
- Unifying compactly supported and Matérn covariance functions in spatial statistics (Q69403) (← links)
- Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance'' estimating functions for fitting Matérn models. I: Densely sampled processes (Q273730) (← links)
- Asymptotic properties of multivariate tapering for estimation and prediction (Q290722) (← links)
- Covariance tapering for prediction of large spatial data sets in transformed random fields (Q380011) (← links)
- Tail estimation of the spectral density for a stationary Gaussian random field (Q391522) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- On the limiting behaviour of needlets polyspectra (Q500812) (← links)
- Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields (Q513769) (← links)
- On the consistency of inversion-free parameter estimation for Gaussian random fields (Q739606) (← links)
- A multi-resolution approximation via linear projection for large spatial datasets (Q825323) (← links)
- Peakedness and convex ordering for elliptically contoured random fields (Q1643792) (← links)
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics (Q1731058) (← links)
- Needlet-Whittle estimates on the unit sphere (Q1951129) (← links)
- Local inversion-free estimation of spatial Gaussian processes (Q2008608) (← links)
- On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions (Q2073697) (← links)
- On the inference of applying Gaussian process modeling to a deterministic function (Q2074282) (← links)
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model (Q2112815) (← links)
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes (Q2180085) (← links)
- A case study competition among methods for analyzing large spatial data (Q2272997) (← links)
- Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid (Q2306277) (← links)
- Maximum likelihood estimation for Gaussian processes under inequality constraints (Q2323946) (← links)
- Estimation and prediction of Gaussian processes using generalized Cauchy covariance model under fixed domain asymptotics (Q2326046) (← links)
- Cross-validation estimation of covariance parameters under fixed-domain asymptotics (Q2401354) (← links)
- Stochastic approximation of score functions for Gaussian processes (Q2443174) (← links)
- Gaussian semiparametric estimates on the unit sphere (Q2444658) (← links)
- Finite Element Representations of Gaussian Processes: Balancing Numerical and Statistical Accuracy (Q5052906) (← links)
- Space-Time Estimation and Prediction under Infill Asymptotics with Compactly Supported Covariance Functions (Q5089441) (← links)
- Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics (Q6103257) (← links)
- Linear-Cost Covariance Functions for Gaussian Random Fields (Q6107197) (← links)