On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions

DOI10.1214/21-AOS2077zbMath1486.62254OpenAlexW4200205636MaRDI QIDQ2073697

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

zbMATH Keywords

consistencyconvergence ratesmoothnessrandom samplingquadratic variationGaussian random fieldfixed-domain asymptoticsirregularly spaced dataMatérn covariancemicroergodic parameterdeformed lattice

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09)

Related Items (5)

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 ⋮ Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve ⋮ On information about covariance parameters in Gaussian Matérn random fields ⋮ Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model

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