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Volumn 26, Issue 1, 1998, Pages 127-137

Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes

Author keywords

Consistency; Equivalent measures; Gaussian random measures; Infill asymptotics; Orthogonal measures

Indexed keywords


EID: 0032381318     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315678     Document Type: Article
Times cited : (64)

References (16)
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    • Abt, M.1
  • 3
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    • Analytic random processes
    • Belyaev, Yu.K. (1959). Analytic random processes. Theory Probab. Appl., 4, 402-409.
    • (1959) Theory Probab. Appl. , vol.4 , pp. 402-409
    • Belyaev, Yu.K.1
  • 7
    • 84950437532 scopus 로고
    • Bayesian prediction of deterministic functions, with applications to the design and analysis of computer experiments
    • Currin, C., Mitchell, T.J., Morris, M.D., and Ylvisaker, D. (1991). Bayesian prediction of deterministic functions, with applications to the design and analysis of computer experiments. J. Amer. Statist. Ass., 86, 953-963.
    • (1991) J. Amer. Statist. Ass. , vol.86 , pp. 953-963
    • Currin, C.1    Mitchell, T.J.2    Morris, M.D.3    Ylvisaker, D.4
  • 8
    • 0000716144 scopus 로고
    • On linear statistical problems in stochastic processes
    • Hájek, J. (1962). On linear statistical problems in stochastic processes. Czechoslovak Math. J. 12, 404-443.
    • (1962) Czechoslovak Math. J. , vol.12 , pp. 404-443
    • Hájek, J.1
  • 14
    • 0004770346 scopus 로고
    • Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process
    • Ying, Z. (1991). Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process. J. Multivariate Anal., 36, 280-296.
    • (1991) J. Multivariate Anal. , vol.36 , pp. 280-296
    • Ying, Z.1
  • 15
    • 21344483125 scopus 로고
    • Maximum likelihood estimation of parameters under a spatial sampling scheme
    • Ying, Z. (1993). Maximum likelihood estimation of parameters under a spatial sampling scheme. Ann. Statist., 21, 1567-1590.
    • (1993) Ann. Statist. , vol.21 , pp. 1567-1590
    • Ying, Z.1
  • 16
    • 0001839646 scopus 로고
    • Mean squared prediction error in the spatial linear model with estimated covariance parameters
    • Zimmerman, D.L., and Cressie, N. (1992). Mean squared prediction error in the spatial linear model with estimated covariance parameters. Ann. Inst. Statist. Math., 44, 27-43.
    • (1992) Ann. Inst. Statist. Math. , vol.44 , pp. 27-43
    • Zimmerman, D.L.1    Cressie, N.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.