Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes

• Published in: Electronic journal of statistics Vol. 14; no. 1
• Main Authors: Bachoc, François, Betancourt, José, Furrer, Reinhard, Klein, Thierry
• Format: Journal Article
• Language: English
• Published: Shaker Heights, OH : Institute of Mathematical Statistics 01.01.2020
• Subjects: Mathematics; asymptotic normality; random fields; increasing-domain asymptotics; consistency; covariance parameters; weak dependence

The asymptotic analysis of covariance parameter estimation of Gaussian processes has been subject to intensive investigation. However, this asymptotic analysis is very scarce for non-Gaussian processes. In this paper, we study a class of non-Gaussian processes obtained by regular non-linear transfor...