Pages that link to "Item:Q3545413"

The following pages link to Towards reconciling two asymptotic frameworks in spatial statistics (Q3545413):

Displaying 47 items.

• Unifying compactly supported and Matérn covariance functions in spatial statistics (Q69403) (← links)
• Asymptotic theory with hierarchical autocorrelation: Ornstein-Uhlenbeck tree models (Q355125) (← links)
• Tail estimation of the spectral density for a stationary Gaussian random field (Q391522) (← links)
• Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling (Q394099) (← links)
• On nonparametric variogram estimation (Q457315) (← links)
• Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
• Local linear spatial quantile regression (Q605017) (← links)
• Asymptotic behavior of the likelihood function of covariance matrices of spatial Gaussian processes (Q624764) (← links)
• Design of computer experiments: space filling and beyond (Q693293) (← links)
• Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process (Q945769) (← links)
• Properties of spatial cross-periodograms using fixed-domain asymptotics (Q953857) (← links)
• Analysis of comparative data with hierarchical autocorrelation (Q958333) (← links)
• On the asymptotic joint distribution of sample space-time covariance estimators (Q1002584) (← links)
• Fixed-domain asymptotic properties of tapered maximum likelihood estimators (Q1043743) (← links)
• Optimal design for correlated processes with input-dependent noise (Q1621392) (← links)
• Composite likelihood inference by nonparametric saddlepoint tests (Q1623655) (← links)
• Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics (Q1731058) (← links)
• Bootstrap -- an exploration (Q1731214) (← links)
• Statistical inference for spatial statistics defined in the Fourier domain (Q1750275) (← links)
• Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification (Q1800115) (← links)
• Robust Gaussian stochastic process emulation (Q1991689) (← links)
• Composite likelihood estimation for a Gaussian process under fixed domain asymptotics (Q2008225) (← links)
• Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model (Q2112815) (← links)
• Model reduction of linear dynamical systems via balancing for Bayesian inference (Q2144962) (← links)
• Asymptotic near-efficiency of the ``Gibbs-energy (GE) and empirical-variance'' estimating functions for fitting Matérn models. - II: accounting for measurement errors via ``Conditional GE mean'' (Q2173348) (← links)
• Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes (Q2189098) (← links)
• Spatial designs and properties of spatial correlation: effects on covariance estimation (Q2259829) (← links)
• Estimation and prediction of Gaussian processes using generalized Cauchy covariance model under fixed domain asymptotics (Q2326046) (← links)
• Difference based estimators and infill statistics (Q2339214) (← 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)
• Cross-validation estimation of covariance parameters under fixed-domain asymptotics (Q2401354) (← links)
• Issues in the optimal design of computer simulation experiments (Q3077464) (← links)
• Optimal designs for parameter estimation of the Ornstein-Uhlenbeck process (Q3077492) (← links)
• Scalable Gaussian Process Computations Using Hierarchical Matrices (Q3391422) (← links)
• Marginally restricted D-optimal designs for correlated observations (Q3532697) (← links)
• Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach (Q4916458) (← links)
• Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data (Q4975625) (← links)
• [Invited tutorial] Birnbaum–Saunders regression models: a comparative evaluation of three approaches (Q5036895) (← links)
• Gaussian Process Prediction using Design-Based Subsampling (Q5066795) (← links)
• Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems (Q5139353) (← links)
• An asymptotic theory for the nugget estimator in spatial models (Q5189268) (← links)
• (Q5214195) (← links)
• Mixed Domain Asymptotics for Geostatistical Processes (Q6039890) (← links)
• Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices (Q6177922) (← links)
• Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations (Q6184897) (← links)
• Space-time covariance models on networks (Q6200886) (← links)