Exact maximum likelihood for incomplete data from a correlated gaussian process |
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Authors: | RJ Martin |
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Institution: | Department of Probability and Statistics , The University , Sheffield |
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Abstract: | In many situations in which a variable is measured at locations in time or space the observed data can be regarded as incomplete, the missing data sites perhaps completing a regular pattern such as a rectangular grid. In this paper general methods not dependent on the sequential nature of time are considered for estimating the parameters of Gaussian processes. An example is given. |
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Keywords: | interpolation missing values spatial process |
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