Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs

DOI10.1007/978-3-030-73249-3_15OpenAlexW3086333119MaRDI QIDQ5871001

François Bachoc

Publication date: 24 January 2023

Published in: Advances in Contemporary Statistics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.07002

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

Nonparametric estimation of isotropic covariance function ⋮ Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators ⋮ Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations

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