An example of inconsistent MLE of spatial covariance parameters under increasing domain asymptotics

DOI10.1016/J.SPL.2016.10.002MaRDI QIDQ342762zbMATH OpenOpenAlexFDO

Authors Tonglin Zhang

Publication date 18 November 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.10.002

zbMATH Keywords

fixed domain and increasing domain asymptoticsGaussian random fieldinconsistencymaximum likelihood estimator

Mathematics Subject Classification ID

Point estimation (62F10) Inference from spatial processes (62M30)

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Cites work

• Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
• Fixed-domain asymptotic properties of tapered maximum likelihood estimators
• scientific article; zbMATH DE number 1054352 (Why is no real title available?)
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
• Interpolation of spatial data. Some theory for kriging
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Spatial variation. 2nd ed

Cited in

(4)

• On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice
• Towards reconciling two asymptotic frameworks in spatial statistics
• scientific article; zbMATH DE number 1054352 (Why is no real title available?)
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics

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