Estimating the parameters of some common Gaussian random fields with nugget under fixed-domain asymptotics

DOI10.3150/22-bej1551OpenAlexW4367318060MaRDI QIDQ6103257

Saifei Sun, Wei-Liem Loh

Publication date: 2 June 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-29/issue-3/Estimating-the-parameters-of-some-common-Gaussian-random-fields-with/10.3150/22-BEJ1551.full

zbMATH Keywords

convergence ratequadratic variationGaussian random fieldspace-filling designfixed-domain asymptoticsMatérnnuggetgeneralized wendlandmultivariate discrete differentiationpowered exponential

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx) Design of statistical experiments (62Kxx)

Related Items (1)

Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation

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