Pages that link to "Item:Q809524"
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The following pages link to Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process (Q809524):
Displayed 41 items.
- An example of inconsistent MLE of spatial covariance parameters under increasing domain asymptotics (Q342762) (← 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 theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Asymptotic behavior of the likelihood function of covariance matrices of spatial Gaussian processes (Q624764) (← links)
- On the consistency of inversion-free parameter estimation for Gaussian random fields (Q739606) (← links)
- Fixed-domain asymptotic properties of tapered maximum likelihood estimators (Q1043743) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification (Q1800115) (← links)
- Estimating structured correlation matrices in smooth Gaussian random field models. (Q1848806) (← links)
- On fixed-domain asymptotics and covariance tapering in Gaussian random field models (Q1952185) (← links)
- Composite likelihood estimation for a Gaussian process under fixed domain asymptotics (Q2008225) (← links)
- Local inversion-free estimation of spatial Gaussian processes (Q2008608) (← links)
- On the inference of applying Gaussian process modeling to a deterministic function (Q2074282) (← links)
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model (Q2112815) (← links)
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes (Q2180085) (← links)
- Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes (Q2189098) (← links)
- Spectral methods in spatial statistics (Q2321387) (← links)
- Maximum likelihood estimation for Gaussian processes under inequality constraints (Q2323946) (← links)
- Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields (Q2368857) (← links)
- On the consistent separation of scale and variance for Gaussian random fields (Q2380092) (← links)
- Spatial sampling design for parameter estimation of the covariance function (Q2386161) (← 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)
- Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach (Q2642802) (← links)
- Properties and comparison of some kriging sub-model aggregation methods (Q2676512) (← links)
- Large Sample Properties of ML Estimator of the Parameters of Multivariate O–U Random Fields (Q3562446) (← links)
- Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes (Q4399502) (← links)
- Gaussian processes for computer experiments (Q4606435) (← links)
- Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation (Q4956916) (← links)
- Gaussian Processes with Input Location Error and Applications to the Composite Parts Assembly Process (Q5097839) (← links)
- On Prediction Properties of Kriging: Uniform Error Bounds and Robustness (Q5130632) (← links)
- Model selection with misspecified spatial covariance structure (Q5220859) (← links)
- Constructing Priors that Penalize the Complexity of Gaussian Random Fields (Q5229926) (← links)
- A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116) (← links)
- Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs (Q5871001) (← links)
- Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets (Q5948832) (← links)
- Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation (Q6062242) (← links)
- A stabilized and versatile spatial prediction method for geostatistical models (Q6069118) (← links)
- Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations (Q6184897) (← links)
- Parameter Selection in Gaussian Process Interpolation: An Empirical Study of Selection Criteria (Q6188695) (← links)