Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes

DOI10.1016/j.jmva.2013.11.015zbMath1280.62100arXiv1301.4321OpenAlexW2953389248MaRDI QIDQ2637600

François Bachoc

Publication date: 13 February 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.4321

zbMATH Keywords

krigingmaximum likelihoodleave-one-outuncertainty quantificationmetamodelincreasing-domain asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09)

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Uses Software

• spatial

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