文章基本信息

标题：Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics
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作者：Daira Velandia ; François Bachoc ; Moreno Bevilacqua 等
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2017
卷号：11
期号：2
页码：2978-3007
DOI：10.1214/17-EJS1298
语种：English
出版社：Institute of Mathematical Statistics
摘要：We consider maximum likelihood estimation with data from a bivariate Gaussian process with a separable exponential covariance model under fixed domain asymptotics. We first characterize the equivalence of Gaussian measures under this model. Then consistency and asymptotic normality for the maximum likelihood estimator of the microergodic parameters are established. A simulation study is presented in order to compare the finite sample behavior of the maximum likelihood estimator with the given asymptotic distribution.