On the consistent separation of scale and variance for Gaussian random fields
We present fixed domain asymptotic results that establish consistent estimates of the variance and scale parameters for a Gaussian random field with a geometric anisotropic Mat\'ern autocovariance in dimension $d>4$. When $d4$. The case $d=4$ is still open.
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Sprache: | eng |
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Zusammenfassung: | We present fixed domain asymptotic results that establish consistent
estimates of the variance and scale parameters for a Gaussian random field with
a geometric anisotropic Mat\'ern autocovariance in dimension $d>4$. When $d4$. The case $d=4$ is still open. |
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DOI: | 10.48550/arxiv.0906.3829 |