Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics
We consider maximum likelihood estimation with data from a bivariate Gaussian process with a separable exponential covariance model under fixed domain asymptotics. We first characterize the equivalence of Gaussian measures under this model. Then consistency and asymptotic normality for the maximum l...
- Autores:
-
Velandia Munoz, Daira Luz
Bachoc, François
Bevilacqua, Moreno
Gendre, Xavier
Loubes, Jean Michel
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2017
- Institución:
- Corporación Universidad de la Costa
- Repositorio:
- REDICUC - Repositorio CUC
- Idioma:
- eng
- OAI Identifier:
- oai:repositorio.cuc.edu.co:11323/1878
- Acceso en línea:
- https://hdl.handle.net/11323/1878
https://doi.org/10.1214/17-EJS1298
https://repositorio.cuc.edu.co/
- Palabra clave:
- Bivariate exponential model
Equivalent Gaussian measures
Infill asymptotics
Microergodic parameters
- Rights
- openAccess
- License
- Atribución – No comercial – Compartir igual