Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes
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Publication:2189098
DOI10.1016/J.JSPI.2020.02.008zbMATH Open1441.62191OpenAlexW2963537059MaRDI QIDQ2189098FDOQ2189098
Authors: François Bachoc, Agnès Lagnoux 
Publication date: 15 June 2020
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2020.02.008
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composite likelihoodGaussian processfixed-domain asymptoticsnon-Gaussian limitconsistency and convergence ratemicroergodicity
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Cited In (7)
- Fixed-Domain Posterior Contraction Rates for Spatial Gaussian Process Model with Nugget
- Fixed-domain asymptotics of the maximum likelihood estimator and the Gaussian process approach for deterministic models
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model
- Fixed-domain asymptotics under Vecchia's approximation of spatial process likelihoods
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
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