Fixed-domain asymptotics of the maximum likelihood estimator and the Gaussian process approach for deterministic models

DOI10.1016/j.stamet.2011.02.003zbMath1215.62090OpenAlexW2076786511MaRDI QIDQ545143

Andrey Pepelyshev

Publication date: 22 June 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2011.02.003

zbMATH Keywords

computer experimentsGaussian correlation functionstable correlation function

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Non-Markovian processes: estimation (62M09) Computing methodologies and applications (68U99)

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Cites Work

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• Fixed-domain asymptotic properties of tapered maximum likelihood estimators
• Maximum likelihood estimation of parameters under a spatial sampling scheme
• The design and analysis of computer experiments.
• Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields
• Default priors for Gaussioan processes
• A study on algorithms for optimization of Latin hypercubes
• Bayesian Calibration of Computer Models
• Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
• Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
• On the condition number of covariance matrices in kriging, estimation, and simulation of random fields

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