In the last years there has been a growing interest in the construction space-time covariance functions. However, effective estimation methods for these models are somehow unexplored. In this paper… (More)

The algorithm (Dempster et al., 1977) is a general iterative method for finding the maximum likelihood estimate of the parameters of models with incomplete data. Roughly speaking, the algorithm… (More)

In the last years there has been a growing interest in proposing methods for estimating covariance functions for geostatistical data. Among these, maximum likelihood estimators have nice features… (More)

We prove a central limit theorem for empirical sums of a conditionally centred functional of a Markov random field on a non necessarily regular set of sites S. A studentized version of this theorem… (More)

The Expectation Maximisation (EM) algorithm is a popular technique for maximum likelihood in incomplete data models. In order to overcome its documented limitations, several stochastic variants are… (More)

Decadal climate predictions use initialized coupled model simulations that are typically affected by a drift toward a biased climatology determined by systematic model errors. Model drifts thus… (More)