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1607.06921
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Estimation and Prediction using generalized Wendland Covariance Functions under fixed domain asymptotics
23 July 2016
M. Bevilacqua
Tarik Faouzi
Reinhard Furrer
Emilio Porcu
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Papers citing
"Estimation and Prediction using generalized Wendland Covariance Functions under fixed domain asymptotics"
35 / 35 papers shown
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Multivariate Gaussian Random Fields over Generalized Product Spaces involving the Hypertorus
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Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions
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A deep look into the Dagum family of isotropic covariance functions
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Measuring the robustness of Gaussian processes to kernel choice
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Inference for Gaussian Processes with Matérn Covariogram on Compact Riemannian Manifolds
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The Gauss Hypergeometric Covariance Kernel for Modeling Second-Order Stationary Random Fields in Euclidean Spaces: its Compact Support, Properties and Spectral Representation
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Flexible Validity Conditions for the Multivariate Matérn Covariance in any Spatial Dimension and for any Number of Components
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Asymptotic analysis of maximum likelihood estimation of covariance parameters for Gaussian processes: an introduction with proofs
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On the Inference of Applying Gaussian Process Modeling to a Deterministic Function
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LASSO estimation for spherical autoregressive processes
Stochastic Processes and their Applications (SPA), 2019
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Beyond Matérn: On A Class of Interpretable Confluent Hypergeometric Covariance Functions
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A. Bhadra
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Kriging prediction with isotropic Matérn correlations: Robustness and experimental design
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On identifiability and consistency of the nugget in Gaussian spatial process models
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KTBoost: Combined Kernel and Tree Boosting
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Fabio Sigrist
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Non-Gaussian Geostatistical Modeling using (skew) t Processes
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Christian Caamaño-Carrillo
R. Arellano-Valle
Víctor Morales-Oñate
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15 Dec 2018
Composite likelihood estimation for a gaussian process under fixed domain asymptotics
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M. Bevilacqua
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Maximum likelihood estimation for Gaussian processes under inequality constraints
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A. Lagnoux
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Alfredo Alegría
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