Pages that link to "Item:Q1314469"

The following pages link to Maximum likelihood estimation of parameters under a spatial sampling scheme (Q1314469):

Displaying 43 items.

• Tail estimation of the spectral density for a stationary Gaussian random field (Q391522) (← links)
• Fixed-domain asymptotics of the maximum likelihood estimator and the Gaussian process approach for deterministic models (Q545143) (← links)
• Kriging prediction intervals based on semiparametric bootstrap (Q616050) (← links)
• Empirical maximum likelihood kriging: the general case (Q812110) (← links)
• Local asymptotic mixed normality of transformed Gaussian models for random fields (Q869103) (← links)
• Likelihood equations for estimation of parameters determining the covariance matrix of Gaussian sequences (Q920525) (← 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)
• Exact optimal designs for computer experiments via kriging metamodelling (Q974509) (← links)
• Fixed-domain asymptotic properties of tapered maximum likelihood estimators (Q1043743) (← links)
• Maximum likelihood estimation under a spatial sampling scheme (Q1354519) (← links)
• Asymptotic theory for varying coefficient regression models with dependent data (Q1656859) (← 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)
• Optimal designs for some stochastic processes whose covariance is a function of the mean (Q1945063) (← links)
• Composite likelihood estimation for a Gaussian process under fixed domain asymptotics (Q2008225) (← links)
• Semiparametric method and theory for continuously indexed spatio-temporal processes (Q2022565) (← links)
• On the inference of applying Gaussian process modeling to a deterministic function (Q2074282) (← links)
• Spatio-temporal expanding distance asymptotic framework for locally stationary processes (Q2082342) (← 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)
• Maximum likelihood estimation for Gaussian processes under inequality constraints (Q2323946) (← links)
• Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets (Q2344875) (← links)
• Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields (Q2368857) (← links)
• Spatial sampling design for parameter estimation of the covariance function (Q2386161) (← 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)
• Optimal experimental design and some related control problems (Q2440603) (← 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)
• Issues in the optimal design of computer simulation experiments (Q3077464) (← links)
• Optimal designs for parameter estimation of the Ornstein-Uhlenbeck process (Q3077492) (← links)
• Large Sample Properties of ML Estimator of the Parameters of Multivariate O–U Random Fields (Q3562446) (← links)
• La méthode de vraisemblance pour les processus linéaires spatiaux définis sur un treillis triangulaire (Q4272581) (← links)
• Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes (Q4399502) (← links)
• Gaussian processes for computer experiments (Q4606435) (← links)
• Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints (Q4611516) (← links)
• Inference under pivotal sampling: Properties, variance estimation, and application to tesselation for spatial sampling (Q4994808) (← 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)
• 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)
• Mixed Domain Asymptotics for Geostatistical Processes (Q6039890) (← links)