Pages that link to "Item:Q1813485"
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The following pages link to Bounds on the efficiency of linear predictions using an incorrect covariance function (Q1813485):
Displayed 11 items.
- Tail estimation of the spectral density for a stationary Gaussian random field (Q391522) (← links)
- A simple condition for asymptotic optimality of linear predictions of random fields (Q689535) (← links)
- Fixed-domain asymptotic properties of tapered maximum likelihood estimators (Q1043743) (← links)
- Predicting random fields with increasing dense observations (Q1296596) (← links)
- Spatial adaption for predicting random functions (Q1307098) (← links)
- Efficiency of linear predictors for periodic processes using an incorrect covariance function (Q1361760) (← links)
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification (Q1800115) (← links)
- Composite likelihood estimation for a Gaussian process under fixed domain asymptotics (Q2008225) (← links)
- Maximum likelihood estimation for Gaussian processes under inequality constraints (Q2323946) (← links)
- Cross-validation estimation of covariance parameters under fixed-domain asymptotics (Q2401354) (← links)
- Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes (Q2637600) (← links)