Asymptotic properties of multivariate tapering for estimation and prediction

DOI10.1016/j.jmva.2016.04.006zbMath1341.62263arXiv1506.01833WikidataQ57815866 ScholiaQ57815866MaRDI QIDQ290722

Reinhard Furrer, François Bachoc, Juan Du

Publication date: 3 June 2016

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

Full work available at URL: https://arxiv.org/abs/1506.01833

zbMATH Keywords

sparse matrix; Gaussian random field; domain increasing; one-taper likelihood

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M20: Inference from stochastic processes and prediction

62M30: Inference from spatial processes

62M40: Random fields; image analysis

Uses Software

• R
• spam
• FRK