Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes
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Publication:4399502
DOI10.2307/3315678zbMath0899.62124OpenAlexW2114123964MaRDI QIDQ4399502
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
consistencyinfill asymptoticsequivalent measuresorthogonal measuresmaximum-likelihood estimatorsGaussian random measuresinverse information matrix
Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Statistical aspects of information-theoretic topics (62B10)
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Cites Work
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
- Mean squared prediction error in the spatial linear model with estimated covariance parameters
- Maximum likelihood estimation of parameters under a spatial sampling scheme
- A note on the product correlation rule
- Statistics for Spatial Data
- Unnamed Item
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