Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
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 transformations of Gaussian processes. We provide the increasing-domain asymptotic properties …