Pages that link to "Item:Q1600713"
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The following pages link to On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters (Q1600713):
Displaying 24 items.
- On nonparametric variogram estimation (Q457315) (← links)
- Misparametrization subsets for penalized least squares model selection (Q466060) (← links)
- Combining robustness with efficiency in the estimation of the variogram (Q539033) (← links)
- Kriging prediction intervals based on semiparametric bootstrap (Q616050) (← links)
- Least squares estimation of nonlinear spatial trends (Q962275) (← links)
- Spatial prediction in the presence of left-censoring (Q1623454) (← links)
- Flexible and efficient estimating equations for variogram estimation (Q1662314) (← links)
- Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
- Spatial econometrics for misaligned data (Q2106400) (← links)
- A statistical analysis of noisy crowdsourced weather data (Q2179947) (← links)
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
- Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap (Q2316975) (← links)
- Semiparametric estimation for isotropic max-stable space-time processes (Q2325332) (← links)
- A frequency domain empirical likelihood method for irregularly spaced spatial data (Q2343954) (← links)
- On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice (Q2392489) (← links)
- Spatial circulants, with applications (Q2431580) (← links)
- On asymptotic properties of the mark variogram estimator of a marked point process (Q2433823) (← links)
- Asymptotic normality of the Nadaraya-Watson semivariogram estimators (Q2477586) (← links)
- Spatio‐temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference (Q2965535) (← links)
- Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach (Q4916458) (← links)
- An asymptotically unbiased weighted least squares estimation criterion for parametric variograms of second order stationary geostatistical processes (Q5086322) (← links)
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments (Q5140346) (← links)
- A comparison of sampling grids, cut-off distance and type of residuals in parametric variogram estimation (Q5267875) (← links)
- High-Dimensional Spatial Quantile Function-on-Scalar Regression (Q5881157) (← links)
