Pages that link to "Item:Q5871001"
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The following pages link to Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs (Q5871001):
Displaying 9 items.
- Fixed-domain asymptotics of the maximum likelihood estimator and the Gaussian process approach for deterministic models (Q545143) (← links)
- Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process (Q809524) (← links)
- Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes (Q2180085) (← links)
- Covariance Structure Maximum-Likelihood Estimates in Compound Gaussian Noise: Existence and Algorithm Analysis (Q4567600) (← links)
- Nonparametric estimation of isotropic covariance function (Q5881432) (← links)
- Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators (Q6158227) (← links)
- Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations (Q6184897) (← links)
- Extending the generalized Wendland covariance model (Q6595780) (← links)
- Covariance parameter estimation of Gaussian processes with approximated functional inputs (Q6656675) (← links)
