Mixed domain asymptotics for a stochastic process model with time trend and measurement error

DOI10.3150/15-BEJ740zbMath1359.62353arXiv1609.08898MaRDI QIDQ502861

Chih-Hao Chang, Hsin-Cheng Huang, Ching-Kang Ing

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.08898

zbMATH Keywords

consistencyasymptotic normalityincreasing domain asymptoticsexponential covariance functionfixed domain asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09) General second-order stochastic processes (60G12)

Related Items (8)

Cross-validation estimation of covariance parameters under fixed-domain asymptotics ⋮ Mixed Domain Asymptotics for Geostatistical Processes ⋮ Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes ⋮ Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics ⋮ Composite likelihood estimation for a Gaussian process under fixed domain asymptotics ⋮ Maximum likelihood estimation for Gaussian processes under inequality constraints ⋮ Inference of random effects for linear mixed-effects models with a fixed number of clusters ⋮ Bayesian fixed-domain asymptotics for covariance parameters in a Gaussian process model

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