Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case (Q2405227)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case |
scientific article |
Statements
Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case (English)
0 references
21 September 2017
0 references
covariance parameter estimation
0 references
cross validation
0 references
Gaussian processes
0 references
increasing-domain asymptotics
0 references
integrated square prediction error
0 references
Kullback-Leibler divergence
0 references
maximum likelihood
0 references
