Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes

DOI10.1016/j.jspi.2020.02.008zbMath1441.62191OpenAlexW2963537059MaRDI QIDQ2189098

Agnès Lagnoux, François Bachoc

Publication date: 15 June 2020

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2020.02.008

zbMATH Keywords

Gaussian processcomposite likelihoodfixed-domain asymptoticsnon-Gaussian limitconsistency and convergence ratemicroergodicity

Mathematics Subject Classification ID

Gaussian processes (60G15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments ⋮ Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model

Uses Software

• GMRFLib
• laGP

Cites Work

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