Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields
| dc.creator | Loh, Wei-Liem | |
| dc.date | 2006-02-14 | |
| dc.date.accessioned | 2026-07-07T08:07:34Z | |
| dc.date.available | 2026-07-07T08:07:34Z | |
| dc.description | Stein [Statist. Sci. 4 (1989) 432--433] proposed the Matérn-type Gaussian random fields as a very flexible class of models for computer experiments. This article considers a subclass of these models that are exactly once mean square differentiable. In particular, the likelihood function is determined in closed form, and under mild conditions the sieve maximum likelihood estimators for the parameters of the covariance function are shown to be weakly consistent with respect to fixed-domain asymptotics. | |
| dc.description | Published at http://dx.doi.org/10.1214/009053605000000516 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0602302 | |
| dc.identifier | http://arxiv.org/abs/math/0602302 | |
| dc.identifier | Annals of Statistics 2005, Vol. 33, No. 5, 2344-2394 | |
| dc.identifier | doi:10.1214/009053605000000516 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/130973 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62D05 (Primary) 62E20, 62G15 (Secondary) | |
| dc.title | Fixed-domain asymptotics for a subclass of Matérn-type Gaussian random fields | |
| dc.type | text |