Asymptotic near-efficiency of the ``Gibbs-energy (GE) and empirical-variance estimating functions for fitting Matérn models. - II: accounting for measurement errors via ``Conditional GE mean

DOI10.1016/j.spl.2020.108726zbMath1439.62191arXiv0909.1046OpenAlexW2953306293MaRDI QIDQ2173348

Didier A. Girard

Publication date: 22 April 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.1046

zbMATH Keywords

likelihoodGaussian processmeasurement errorARMAestimating functionMatérn autocorrelation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09)

Uses Software

• astsa
• Wolfram Demonstrations

Cites Work

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