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Problems with likelihood estimation of covariance functions of spatial Gaussian processes

BiometrikaPublished 1 January 1987
Jeremy J. Warnes, B. D. Ripley
Citations129
SJR quartileQ1
SJR score3.60
SNIP2.67

Abstract

Maximum likelihood has frequently been suggested as a way to estimate covariance parameters in spatial Gaussian processes. The results of some simple examples based on simulated data are discussed. It is shown by an example with real data that the profile likelihood can be multimodal, and that the global maximum may not correspond to a sensible value of the parameters.

Keywords

Economics, Econometrics and FinanceEnvironmental Science