On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
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Publication:2073697
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Cites work
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- scientific article; zbMATH DE number 1086066 (Why is no real title available?)
- scientific article; zbMATH DE number 1471712 (Why is no real title available?)
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- Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
- Fixed-domain asymptotic properties of tapered maximum likelihood estimators
- Global smoothness estimation of a Gaussian process from general sequence designs
- Identification of filtered white noises
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- Le Mouvement Brownien Plan
- Local inversion-free estimation of spatial Gaussian processes
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- On fixed-domain asymptotics and covariance tapering in Gaussian random field models
- On the performance of box-counting estimators of fractal dimension
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- Quadratic variations and estimation of the local Hölder index of a Gaussian process
- Semiparametric Estimation of Spectral Density With Irregular Observations
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Cited in
(15)- Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics
- On fixed-domain asymptotics and covariance tapering in Gaussian random field models
- Fixed-Domain Posterior Contraction Rates for Spatial Gaussian Process Model with Nugget
- Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields
- The Matérn model: a journey through statistics, numerical analysis and machine learning
- 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
- Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
- On the consistent separation of scale and variance for Gaussian random fields
- 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
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