Fixed-domain asymptotic properties of tapered maximum likelihood estimators

DOI10.1214/08-AOS676zbMath1369.62248arXiv0909.0359MaRDI QIDQ1043743

Juan Du, Hao Zhang, Vidyadhar Mandrekar

Publication date: 9 December 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.0359

zbMATH Keywords

spatial statistics maximum likelihood estimator equivalence of measures covariance tapering fixed-domain asymptotics Matérn covariance functions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20)

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