8 citations · 18 across the 18 of their papers we have counts for
Showing 2018 · math.STShow all
2 papers · 2 filters
math.ST2018★ 3 cited
Semi-parametric estimation of the variogram of a Gaussian process with stationary increments
Jean-Marc Azaïs, François Bachoc, Agnès Lagnoux +1
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations a…
math.ST2018★ 1 cited
Maximum likelihood estimation for Gaussian processes under inequality constraints
François Bachoc, Agnès Lagnoux, Andrés F. López-Lopera
We consider covariance parameter estimation for a Gaussian process under inequality constraints (boundedness, monotonicity or convexity) in fixed-domain asymptotics. We address the…