Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes

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Publication:4399502


DOI10.2307/3315678zbMath0899.62124MaRDI QIDQ4399502

Markus Abt, William J. Welch

Publication date: 28 July 1998

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315678


62F12: Asymptotic properties of parametric estimators

62M40: Random fields; image analysis

62B10: Statistical aspects of information-theoretic topics


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