Estimating variances in time series kriging using convex optimization and empirical BLUPs
DOI10.1007/s00362-020-01165-5zbMath1477.62243arXiv1905.07771OpenAlexW3105797876MaRDI QIDQ2065314
Martina Hančová, Andrej Gajdoš, Gabriela Vozáriková, Jozef Hanč
Publication date: 7 January 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.07771
maximum likelihood estimatorslinear mixed modelleast squares estimatorsfinite discrete spectrum linear regression modelJupyterefficient computational algorithms
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Inference from stochastic processes and spectral analysis (62M15) Convex programming (90C25) Analysis of variance and covariance (ANOVA) (62J10)
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