Pages that link to "Item:Q2380092"

The following pages link to On the consistent separation of scale and variance for Gaussian random fields (Q2380092):

Displaying 35 items.

• High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere (Q259591) (← links)
• Asymptotic theory with hierarchical autocorrelation: Ornstein-Uhlenbeck tree models (Q355125) (← links)
• Tail estimation of the spectral density for a stationary Gaussian random field (Q391522) (← links)
• On the limiting behaviour of needlets polyspectra (Q500812) (← links)
• Local likelihood estimation for nonstationary random fields (Q631615) (← links)
• Peakedness and convex ordering for elliptically contoured random fields (Q1643792) (← links)
• Equivalence and orthogonality of Gaussian measures on spheres (Q1661354) (← links)
• Optimal change point detection in Gaussian processes (Q1681057) (← links)
• Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics (Q1731058) (← links)
• Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification (Q1800115) (← links)
• Needlet-Whittle estimates on the unit sphere (Q1951129) (← links)
• On fixed-domain asymptotics and covariance tapering in Gaussian random field models (Q1952185) (← links)
• Local inversion-free estimation of spatial Gaussian processes (Q2008608) (← 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)
• Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding (Q2192319) (← links)
• The BLUE in continuous-time regression models with correlated errors (Q2313274) (← links)
• Maximum likelihood estimation for Gaussian processes under inequality constraints (Q2323946) (← links)
• Cross-validation estimation of covariance parameters under fixed-domain asymptotics (Q2401354) (← links)
• Gaussian semiparametric estimates on the unit sphere (Q2444658) (← links)
• Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes (Q2637600) (← links)
• Asymptotically equivalent prediction in multivariate geostatistics (Q2676929) (← links)
• Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators (Q2692544) (← links)
• Interpolation of spatial data – A stochastic or a deterministic problem? (Q2870835) (← links)
• Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging (Q4967800) (← links)
• Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems (Q5139353) (← links)
• Constructing Priors that Penalize the Complexity of Gaussian Random Fields (Q5229926) (← links)
• Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs (Q5871001) (← links)
• Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation (Q6062242) (← links)
• Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations (Q6184897) (← links)
• The modified Matérn process (Q6540518) (← links)
• Fixed-Domain Posterior Contraction Rates for Spatial Gaussian Process Model with Nugget (Q6567928) (← links)
• The Matérn model: a journey through statistics, numerical analysis and machine learning (Q6579154) (← links)
• Axially symmetric models for global data: a journey between geostatistics and stochastic generators (Q6626034) (← links)