On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
type: Item
instance of: scholarly article
title: On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
zbMATH Open document ID: 1486.62254
DOI: 10.1214/21-AOS2077
author: Wei-Liem Loh
author: Saifei Sun
author: Jun Wen
published in: The Annals of Statistics
publication date: 2022-02-07T00:00:00Z
Mathematics Subject Classification ID: 62M40
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62M30
zbMATH DE Number: 7470031
zbMATH Keywords: consistency
zbMATH Keywords: convergence rate
zbMATH Keywords: deformed lattice
zbMATH Keywords: fixed-domain asymptotics
zbMATH Keywords: Gaussian random field
zbMATH Keywords: irregularly spaced data
zbMATH Keywords: Matérn covariance
zbMATH Keywords: microergodic parameter
zbMATH Keywords: quadratic variation
zbMATH Keywords: random sampling
zbMATH Keywords: smoothness
MaRDI profile type: Publication
cites work: Uniform quadratic variation for Gaussian processes
cites work: Consistent estimates of deformed isotropic Gaussian random fields on the plane
cites work: Estimating deformations of isotropic Gaussian random fields on the plane
cites work: Q4222737
cites work: Identification of filtered white noises
cites work: Global smoothness estimation of a Gaussian process from general sequence designs
cites work: Q4488840
cites work: Q4280417
cites work: Fixed-domain asymptotic properties of tapered maximum likelihood estimators
cites work: Q3415187
cites work: Studies in the history of probability and statistics XLIX: On the Matérn correlation family
cites work: Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process)
cites work: On the performance of box-counting estimators of fractal dimension
cites work: Semiparametric Estimation of Spectral Density With Irregular Observations
cites work: Quadratic variations and estimation of the local Hölder index of a Gaussian process
cites work: Landmark matching via large deformation diffeomorphisms
cites work: The role of the range parameter for estimation and prediction in geostatistics
cites work: Q4363990
cites work: Local inversion-free estimation of spatial Gaussian processes
cites work: Le Mouvement Brownien Plan
cites work: Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
cites work: On Multivariate Interpolation
cites work: Interpolation of spatial data. Some theory for kriging
cites work: On fixed-domain asymptotics and covariance tapering in Gaussian random field models
cites work: Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
full work available at URL: 21-aos2077
OpenAlex ID: W4200205636
description: scientific article; zbMATH DE number 7470031