Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case

DOI10.3150/16-BEJ906zbMath1429.60035arXiv1412.1926OpenAlexW2964276052MaRDI QIDQ2405227

François Bachoc

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.1926

zbMATH Keywords

Gaussian processesmaximum likelihoodKullback-Leibler divergencecross validationincreasing-domain asymptoticscovariance parameter estimationintegrated square prediction error

Mathematics Subject Classification ID

Random fields (60G60) Inference from spatial processes (62M30) Gaussian processes (60G15) Point estimation (62F10)

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