Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs (Q5871001)

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Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs

scientific article; zbMATH DE number 7645406

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English	Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs	scientific article; zbMATH DE number 7645406

Statements

scholarly article

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Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs (English)

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François Bachoc

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Advances in Contemporary Statistics and Econometrics

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publication date

24 January 2023

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full work available at URL

https://arxiv.org/abs/2009.07002

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MaRDI profile type

MaRDI publication profile

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On the consistent separation of scale and variance for Gaussian random fields

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Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification

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Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes

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Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case

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Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes

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Composite likelihood estimation for a Gaussian process under fixed domain asymptotics

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Maximum likelihood estimation for Gaussian processes under inequality constraints

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Cross-validation estimation of covariance parameters under fixed-domain asymptotics

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Sequential design of computer experiments for the estimation of a probability of failure

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Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics

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Comparing composite likelihood methods based on pairs for spatial Gaussian random fields

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Global smoothness estimation of a Gaussian process from general sequence designs

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The asymptotic distribution of REML estimators

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Asymptotic properties of multivariate tapering for estimation and prediction

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Cross-covariance functions for multivariate geostatistics

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The theory of stochastic processes. I. Translated from the Russian by S. Kotz.

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Mathematical foundations of infinite-dimensional statistical models

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Matérn cross-covariance functions for multivariate random fields

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Stochastic Models That Separate Fractal Dimension and the Hurst Effect

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Local linear spatial quantile regression

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Quadratic variations and estimation of the local Hölder index of a Gaussian process

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Efficient global optimization of expensive black-box functions

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Bayesian calibration of computer models. (With discussion)

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Central limit theorems for long range dependent spatial linear processes

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Central limit theorems for weighted sums of a spatial process under a class of stochastic and fixed designs

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Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs

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Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields

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Estimating structured correlation matrices in smooth Gaussian random field models.

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Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations

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Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints

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Maximum likelihood estimation of models for residual covariance in spatial regression

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Theory of Random Sets

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Calibration of computer models with multivariate output

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Gaussian processes for machine learning.

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The design and analysis of computer experiments.

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Asymptotically efficient prediction of a random field with a missspecified covariance function

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Bounds on the efficiency of linear predictions using an incorrect covariance function

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A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process

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Uniform asymptotic optimality of linear predictions of a random field using an incorrect second-order structure

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Interpolation of spatial data. Some theory for kriging

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Uniform asymptotic normality of the maximum likelihood estimator

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Maximum likelihood estimation under a spatial sampling scheme

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Asymptotic Statistics

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Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process

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Maximum likelihood estimation of parameters under a spatial sampling scheme

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Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics

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Identifiers

10.1007/978-3-030-73249-3_15

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs

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