Fixed-domain asymptotics of the maximum likelihood estimator and the Gaussian process approach for deterministic models

DOI10.1016/j.stamet.2011.02.003zbMath1215.62090MaRDI QIDQ545143

Andrey Pepelyshev

Publication date: 22 June 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2011.02.003

zbMATH Keywords

computer experiments; Gaussian correlation function; stable correlation function

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62M09: Non-Markovian processes: estimation

68U99: Computing methodologies and applications

Cites Work

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