An example of inconsistent MLE of spatial covariance parameters under increasing domain asymptotics

DOI10.1016/J.SPL.2016.10.002zbMath1417.62273OpenAlexW2531652009MaRDI QIDQ342762

Tonglin Zhang

Publication date: 18 November 2016

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

Full work available at URL: https://doi.org/10.1016/j.spl.2016.10.002

zbMATH Keywords

maximum likelihood estimatorinconsistencyGaussian random fieldfixed domain and increasing domain asymptotics

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Point estimation (62F10)

Cites Work

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• Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
• Fixed-domain asymptotic properties of tapered maximum likelihood estimators
• Spatial variation. 2nd ed
• Interpolation of spatial data. Some theory for kriging
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics

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