Fixed-domain Asymptotic Properties of Tapered Maximum Likelihood Estimators

  title={Fixed-domain Asymptotic Properties of Tapered Maximum Likelihood Estimators},
  author={Juan Du and Hao Zhang and V. Mandrekar},
When the spatial sample size is extremely large which occurs in many environmental and ecological studies, operations on the large covariance matrix are a numerical challenge. Covariance tapering is a technique to alleviate the numerical challenges. Under the assumption that data are collected along a line in a bounded region, we investigate how the tapering affects the asymptotic efficiency of the maximum likelihood estimator (MLE) for the microergodic parameter in the Matérn covariance… CONTINUE READING
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