Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes

DOI10.1214/20-EJS1712zbMath1441.62248arXiv1911.11199OpenAlexW3020239761MaRDI QIDQ2180085

Reinhard Furrer, François Bachoc, José Betancourt, Thierry Klein

Publication date: 13 May 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.11199

zbMATH Keywords

consistencyasymptotic normalitycentral limit theoremrandom fieldsweak dependencecovariance parametersincreasing-domain asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Central limit and other weak theorems (60F05)

Related Items (3)

Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators ⋮ Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations ⋮ Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs

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