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Estimating Space and Space Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach

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Figure 1-a shows G(θ) as a function of h on a 7 × 7 regular grid in a square [1, 4] 2 for different values of θ
Figure 1: Inverse of Godambe information matrix for an exponential variogram model, γ(h; θ) = 1 − exp(−3khk/θ)
Table 1: Relative efficiency, based on MSE, for WLS and CL estimation methods with respect to ML, when model (1) is used with c = 2, a = 0.8, σ 2 = 1.7.
Table 2: Relative efficiency, in terms of MSE, for WLS and CL estimation methods when model (2) is used with c = 2, a = 0.8, γ = 0.5, α = 0.5, β = 0.5, σ 2 = 1.7.
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