On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
DOI10.1214/21-AOS2077zbMATH Open1486.62254OpenAlexW4200205636MaRDI QIDQ2073697FDOQ2073697
Authors: Wei-Liem Loh, Saifei Sun, Jun Wen 
Publication date: 7 February 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/21-aos2077
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consistencyGaussian random fieldconvergence ratequadratic variationrandom samplingsmoothnessfixed-domain asymptoticsirregularly spaced datamicroergodic parameterdeformed latticeMatérn covariance
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Cited In (15)
- On fixed-domain asymptotics and covariance tapering in Gaussian random field models
- Fixed-Domain Posterior Contraction Rates for Spatial Gaussian Process Model with Nugget
- The Matérn model: a journey through statistics, numerical analysis and machine learning
- Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields
- Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance estimating functions for fitting Matérn models. I: Densely sampled processes
- Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation
- Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
- On the consistent separation of scale and variance for Gaussian random fields
- Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
- Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid
- Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
- Fitting Matérn smoothness parameters using automatic differentiation
- On information about covariance parameters in Gaussian Matérn random fields
- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
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