Pages that link to "Item:Q811076"
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The following pages link to A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process (Q811076):
Displayed 23 items.
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- A note on a Wiener process with measurement error (Q429194) (← links)
- Parallel cross-validation: a scalable fitting method for Gaussian process models (Q829752) (← links)
- Fixed-domain asymptotic properties of tapered maximum likelihood estimators (Q1043743) (← links)
- Is \(C_{p}\) an empirical Bayes method for smoothing parameter choice? (Q1423096) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
- Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification (Q1800115) (← links)
- Selection criteria for scatterplot smoothers (Q1848868) (← links)
- A note on smoothing parameter selection for penalized spline smoothing (Q1888828) (← links)
- Deep regularization and direct training of the inner layers of neural networks with kernel flows (Q2077570) (← links)
- Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model (Q2112815) (← links)
- Modelling the association in bivariate survival data by using a Bernstein copula (Q2135890) (← links)
- Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas (Q2259718) (← links)
- Maximum likelihood estimation for Gaussian processes under inequality constraints (Q2323946) (← links)
- Difference based estimators and infill statistics (Q2339214) (← links)
- From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression (Q2388332) (← links)
- Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach (Q2642802) (← links)
- Interpolation of spatial data – A stochastic or a deterministic problem? (Q2870835) (← links)
- Stable Likelihood Computation for Gaussian Random Fields (Q4562661) (← links)
- Some asymptotic results for the residual maximum likelihood estimation of the parameters of a spatial process (Q4843825) (← links)
- Fitting smoothing splines to data from multiple sources (Q4843827) (← links)
- Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation (Q4956916) (← links)
- Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs (Q5871001) (← links)