Composite likelihood estimation for a Gaussian process under fixed domain asymptotics
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DOI: 10.1016/j.jmva.2019.104534
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- Szarek, Dawid & Maraj-Zygmąt, Katarzyna & Sikora, Grzegorz & Krapf, Diego & Wyłomańska, Agnieszka, 2022. "Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
- Marc Chataigner & Areski Cousin & St'ephane Cr'epey & Matthew Dixon & Djibril Gueye, 2022. "Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints," Papers 2212.09957, arXiv.org.
- Acosta, Jonathan & Alegría, Alfredo & Osorio, Felipe & Vallejos, Ronny, 2021. "Assessing the effective sample size for large spatial datasets: A block likelihood approach," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).
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Keywords
Asymptotic normality; Consistency; Exponential model; Fixed-domain asymptotics; Gaussian processes; Large data sets; Microergodic parameters; Pairwise composite likelihood;All these keywords.
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