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:
- http://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
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| dc.title.eng.fl_str_mv |
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics |
| title |
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics |
| spellingShingle |
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics Bivariate exponential model Equivalent Gaussian measures Infill asymptotics Microergodic parameters |
| title_short |
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics |
| title_full |
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics |
| title_fullStr |
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics |
| title_full_unstemmed |
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics |
| title_sort |
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics |
| dc.creator.fl_str_mv |
Velandia Munoz, Daira Luz Bachoc, François Bevilacqua, Moreno Gendre, Xavier Loubes, Jean Michel |
| dc.contributor.author.spa.fl_str_mv |
Velandia Munoz, Daira Luz Bachoc, François Bevilacqua, Moreno Gendre, Xavier Loubes, Jean Michel |
| dc.subject.eng.fl_str_mv |
Bivariate exponential model Equivalent Gaussian measures Infill asymptotics Microergodic parameters |
| topic |
Bivariate exponential model Equivalent Gaussian measures Infill asymptotics Microergodic parameters |
| description |
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 likelihood estimator of the microergodic parameters are established. A simulation study is presented in order to compare the finite sample behavior of the maximum likelihood estimator with the given asymptotic distribution. |
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2017 |
| dc.date.issued.none.fl_str_mv |
2017 |
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2018-11-26T19:07:58Z |
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2018-11-26T19:07:58Z |
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Artículo de revista |
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http://purl.org/coar/resource_type/c_2df8fbb1 |
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http://purl.org/coar/resource_type/c_6501 |
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Text |
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info:eu-repo/semantics/article |
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19357524 |
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http://hdl.handle.net/11323/1878 |
| dc.identifier.doi.spa.fl_str_mv |
https://doi.org/10.1214/17-EJS1298 |
| dc.identifier.instname.spa.fl_str_mv |
Corporación Universidad de la Costa |
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REDICUC - Repositorio CUC |
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https://repositorio.cuc.edu.co/ |
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19357524 Corporación Universidad de la Costa REDICUC - Repositorio CUC |
| url |
http://hdl.handle.net/11323/1878 https://doi.org/10.1214/17-EJS1298 https://repositorio.cuc.edu.co/ |
| dc.language.iso.none.fl_str_mv |
eng |
| language |
eng |
| dc.rights.spa.fl_str_mv |
Atribución – No comercial – Compartir igual |
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info:eu-repo/semantics/openAccess |
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http://purl.org/coar/access_right/c_abf2 |
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Atribución – No comercial – Compartir igual http://purl.org/coar/access_right/c_abf2 |
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openAccess |
| dc.publisher.spa.fl_str_mv |
Electronic Journal of Statistics |
| institution |
Corporación Universidad de la Costa |
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Velandia Munoz, Daira Luz26ed70f2042778ed4a4b2eaedab53439Bachoc, François7f7b9f8a7e18c2a63fed0e1ed6850d76Bevilacqua, Moreno9a03a173397e38aefc1cf51c9392ab6dGendre, Xavierbcbc30b7a1f8ea87c40ae30fd0219f54Loubes, Jean Michel8d2e7e73ffbaad8194f7e4a1bec6353d2018-11-26T19:07:58Z2018-11-26T19:07:58Z201719357524http://hdl.handle.net/11323/1878https://doi.org/10.1214/17-EJS1298Corporación Universidad de la CostaREDICUC - Repositorio CUChttps://repositorio.cuc.edu.co/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 likelihood estimator of the microergodic parameters are established. A simulation study is presented in order to compare the finite sample behavior of the maximum likelihood estimator with the given asymptotic distribution.engElectronic Journal of StatisticsAtribución – No comercial – Compartir igualinfo:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Bivariate exponential modelEquivalent Gaussian measuresInfill asymptoticsMicroergodic parametersMaximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptoticsArtículo de revistahttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Textinfo:eu-repo/semantics/articlehttp://purl.org/redcol/resource_type/ARTinfo:eu-repo/semantics/acceptedVersionORIGINALMaximum likelihood estimation for a.pdfMaximum likelihood estimation for a.pdfapplication/pdf388808https://repositorio.cuc.edu.co/bitstream/11323/1878/1/Maximum%20likelihood%20estimation%20for%20a.pdfaa20997b6452d7f02c818e423e429112MD51open accessLICENSElicense.txtlicense.txttext/plain; charset=utf-81748https://repositorio.cuc.edu.co/bitstream/11323/1878/2/license.txt8a4605be74aa9ea9d79846c1fba20a33MD52open accessTHUMBNAILMaximum likelihood estimation for a.pdf.jpgMaximum likelihood estimation for a.pdf.jpgimage/jpeg37743https://repositorio.cuc.edu.co/bitstream/11323/1878/4/Maximum%20likelihood%20estimation%20for%20a.pdf.jpgb39fe00cf41a8d3ba3978ed71b6281ccMD54open accessTEXTMaximum likelihood estimation for a.pdf.txtMaximum likelihood estimation for a.pdf.txttext/plain68921https://repositorio.cuc.edu.co/bitstream/11323/1878/5/Maximum%20likelihood%20estimation%20for%20a.pdf.txt07c08cd235bd68f0a4817d353f976837MD55open access11323/1878oai:repositorio.cuc.edu.co:11323/18782023-12-14 17:43:24.48open accessRepositorio Universidad de La Costabdigital@metabiblioteca.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 |