Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model

Publication date: 12 January 2023

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

Full work available at URL: https://arxiv.org/abs/2010.02126

zbMATH Keywords

fixed-domain asymptotics Matérn covariance function asymptotic efficiency in posterior prediction limiting posterior distribution

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15)

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