Estimation of covariance parameters in Kriging via restricted maximum likelihood

DOI10.1007/BF02065971zbMath0964.86505MaRDI QIDQ5935042

Michael R. Osborne, C. R. Dietrich

Publication date: 20 June 2001

Published in: Mathematical Geology (Search for Journal in Brave)

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Geostatistics (86A32)

Related Items (2)

Efficient global optimization of constrained mixed variable problems ⋮ Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure

Cites Work

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• A new algorithm for solving Toeplitz systems of equations
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• Stability of Methods for Solving Toeplitz Systems of Equations
• Problems with likelihood estimation of covariance functions of spatial Gaussian processes
• Superfast Solution of Real Positive Definite Toeplitz Systems
• On multimodality of the likelihood in the spatial linear model
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems

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