Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations

DOI10.1214/23-ejs2170arXiv2112.12317OpenAlexW4388656461MaRDI QIDQ6184897

Publication date: 5 January 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.12317

zbMATH Keywords

consistency asymptotic normality likelihood approximations Gaussian random fields covariance tapering compactly supported covariance functions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Non-Markovian processes: estimation (62M09) Approximation by other special function classes (41A30)

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