Asymptotic behavior of the likelihood function of covariance matrices of spatial Gaussian processes

DOI10.1155/2010/494070zbMath1205.62141OpenAlexW2022434169WikidataQ58652421 ScholiaQ58652421MaRDI QIDQ624764

Ralf Zimmermann

Publication date: 9 February 2011

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/228635

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30)

Related Items (3)

On the condition number anomaly of Gaussian correlation matrices ⋮ Energy-driven image interpolation using Gaussian process regression ⋮ Quantification of Airfoil Geometry-Induced Aerodynamic Uncertainties---Comparison of Approaches

Uses Software

• DACE

Cites Work

• Unnamed Item
• Unnamed Item
• Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
• The design and analysis of computer experiments.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Computation of eigenvalue and eigenvector derivatives for a general complex-valued eigensystem
• Towards reconciling two asymptotic frameworks in spatial statistics
• A note on radial basis function interpolant limits
• Problems with likelihood estimation of covariance functions of spatial Gaussian processes
• On multimodality of the likelihood in the spatial linear model
• Predicting the output from a complex computer code when fast approximations are available
• Conditioning of the stationary Kriging matrices for some well-known covariance models
• On the condition number of covariance matrices in kriging, estimation, and simulation of random fields

This page was built for publication: Asymptotic behavior of the likelihood function of covariance matrices of spatial Gaussian processes