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[ai-geostats] Profile likelihood for the mean

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  • Ruben Roa Ureta
    Hi: Has anyone obtained the profile likelihood of the mean (strict stationarity for simplicity) of the stochastic process, with any geostatistical software?
    Message 1 of 1 , Aug 23, 2004
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      Hi:

      Has anyone obtained the profile likelihood of the mean (strict
      stationarity for simplicity) of the stochastic process, with any
      geostatistical software? This question is related to likelihood-based
      geostatistics, rather than the more common distribution-free approach. The
      closest in terms of software seems to be geoR, but the function proflik in
      geoR produces profile likelihoods for direct model parameters, while the
      mean of the stochastic process is a (somewhat complex?) function of the
      direct model parameters. My final purpose is the profile likelihood of the
      total.
      Any help or pointer will be much appreciated.
      Cheers
      Ruben
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