On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters
From MaRDI portal
(Redirected from Publication:1600713)
Recommendations
- Least Squares Variogram Fitting by Spatial Subsampling
- Least-squares fitting from the variogram cloud
- Flexible and efficient estimating equations for variogram estimation
- scientific article; zbMATH DE number 1054352
- Variogram fitting by generalized least squares using an explicit formula for the covariance structure
Cites work
- Asymptotic distributions of minimum norm quadratic estimators of the covariance function of a Gaussian random field
- Estimation of Variance and Covariance Components in Linear Models
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 3271181 (Why is no real title available?)
- scientific article; zbMATH DE number 970190 (Why is no real title available?)
- Maximum likelihood estimation of models for residual covariance in spatial regression
- Nonparametric Estimation of the Moments of a General Statistic Computed from Spatial Data
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
- On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
- On the nonparametric estimation of covariance functions
- Prediction of Spatial Cumulative Distribution Functions Using Subsampling
- Properties of nonparametric estimators of autocovariance for stationary random fields
- The asymptotic distribution of REML estimators
- Variogram fitting by generalized least squares using an explicit formula for the covariance structure
Cited in
(31)- Spatial prediction in the presence of left-censoring
- Flexible and efficient estimating equations for variogram estimation
- Parameter estimation for long-memory stochastic volatility at discrete observation
- Spatial econometrics for misaligned data
- A statistical analysis of noisy crowdsourced weather data
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes
- Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap
- Semiparametric estimation for isotropic max-stable space-time processes
- A frequency domain empirical likelihood method for irregularly spaced spatial data
- On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice
- Spatial circulants, with applications
- On asymptotic properties of the mark variogram estimator of a marked point process
- Asymptotic normality of the Nadaraya-Watson semivariogram estimators
- Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference
- On nonparametric variogram estimation
- Misparametrization subsets for penalized least squares model selection
- Least Squares Variogram Fitting by Spatial Subsampling
- Asymptotic variance of grey-scale surface area estimators
- Estimating space and space-time covariance functions for large data sets: a weighted composite likelihood approach
- An asymptotically unbiased weighted least squares estimation criterion for parametric variograms of second order stationary geostatistical processes
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
- A comparison of sampling grids, cut-off distance and type of residuals in parametric variogram estimation
- Combining robustness with efficiency in the estimation of the variogram
- High-Dimensional Spatial Quantile Function-on-Scalar Regression
- Kriging prediction intervals based on semiparametric bootstrap
- Statistical analysis of irregularly spaced spatial data in frequency domain
- Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function
- Determining spatial correlation structure using a flexible method
- On the frequency domain composite likelihood methods for estimating space-time covariance functions for large datasets
- Mixed moving average field guided learning for spatio-temporal data
- Least squares estimation of nonlinear spatial trends
This page was built for publication: On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1600713)