Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes

Author:

Bachoc François

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference40 articles.

1. A Review of Gaussian Random Fields and Correlation Functions, Technical Report;Abrahamsen,1997

2. Estimating the prediction mean squared error in Gaussian stochastic processes with exponential correlation structure;Abt;Scand. J. Stat.,1999

3. The Geometry of Random Fields;Adler,1981

4. On the consistent separation of scale and variance for Gaussian random fields;Anderes;Ann. Statist.,2010

5. Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model mispecification;Bachoc;Comput. Statist. Data Anal.,2013

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