Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance'' estimating functions for fitting Matérn models. I: Densely sampled processes (Q273730)
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English | Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance'' estimating functions for fitting Matérn models. I: Densely sampled processes |
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Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance'' estimating functions for fitting Matérn models. I: Densely sampled processes (English)
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22 April 2016
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ARMA
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Gaussian process
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maximum likelihood
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estimating functions
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Matérn autocorrelation
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