Asymptotic Behavior of the Likelihood Function of Covariance Matrices of Spatial Gaussian Processes
The covariance structure of spatial Gaussian predictors (aka Kriging predictors) is generally modeled by parameterized covariance functions; the associated hyperparameters in turn are estimated via the method of maximum likelihood. In this work, the asymptotic behavior of the maximum likelihood of s...
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| Format: | Article |
| Language: | English |
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Wiley
2010-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2010/494070 |