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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1. Verfasser: Anderes, Ethan
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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.
DOI:10.48550/arxiv.0906.3829