Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics

Keyphrases

• Asymptotic Distribution 50%
• Asymptotic Normality 50%
• Bivariate Gaussian Distribution 100%
• Equivalence of Gaussian Measures 50%
• Finite Sample 50%
• Fixed-domain Asymptotics 100%
• Gaussian Process 100%
• Maximum Likelihood Estimation 100%
• Maximum Likelihood Estimator 100%
• Microergodic Parameter 50%
• Simulation Study 50%

Mathematics

• Asymptotic Distribution 50%
• Asymptotic Normality 50%
• Asymptotics 100%
• Bivariate 100%
• Covariance Model 50%
• Gaussian Measure 50%
• Gaussian Process 100%
• Maximum Likelihood 100%
• Maximum Likelihood Estimator 100%
• Simulation Study 50%

INIS

• asymptotic solutions 100%
• data 25%
• distribution 25%
• gaussian processes 100%
• maximum-likelihood fit 100%
• simulation 25%