Asymptotic properties of multivariate tapering for estimation and prediction
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Publication:290722
DOI10.1016/j.jmva.2016.04.006zbMath1341.62263arXiv1506.01833OpenAlexW1550262216WikidataQ57815866 ScholiaQ57815866MaRDI QIDQ290722
François Bachoc, Juan Du, Reinhard Furrer
Publication date: 3 June 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.01833
Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Random fields; image analysis (62M40)
Related Items (12)
A multi-resolution approximation via linear projection for large spatial datasets ⋮ Covariance tapering for multivariate Gaussian random fields estimation ⋮ Composite likelihood inference for multivariate Gaussian random fields ⋮ Cross-validation estimation of covariance parameters under fixed-domain asymptotics ⋮ Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes ⋮ Modeling Temporally Evolving and Spatially Globally Dependent Data ⋮ 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 ⋮ Estimation and prediction using generalized Wendland covariance functions under fixed domain asymptotics ⋮ Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes ⋮ A case study competition among methods for analyzing large spatial data ⋮ Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs
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