Large Sample Properties of ML Estimator of the Parameters of Multivariate O–U Random Fields

DOI10.1080/03610920902785778zbMath1188.62286OpenAlexW2044293546MaRDI QIDQ3562446

J. K. Ghorai, S. G. Lehrke

Publication date: 21 May 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902785778

zbMATH Keywords

strongly consistentasymptotically normalmultivariate Ornstein-Uhlenbeck processmaximum likelihood estimatior

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05)

Cites Work

• Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
• Maximum likelihood estimation of parameters under a spatial sampling scheme
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Statistics for Spatial Data
• Convergence of stochastic processes

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