Preface |
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xi | |
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1 | (20) |
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4 | (1) |
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1.2 The effect of correlation in estimation and prediction |
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5 | (9) |
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5 | (7) |
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12 | (2) |
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14 | (7) |
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21 | (24) |
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2.1 A model for optimal prediction and error assessment |
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23 | (2) |
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2.2 Optimal prediction (kriging) |
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25 | (9) |
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2.2.1 An example: phosphorus prediction |
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28 | (4) |
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2.2.2 An example in the power family of variogram functions |
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32 | (2) |
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34 | (4) |
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2.3.1 Predictions and prediction intervals for lognormal observations |
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35 | (3) |
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38 | (2) |
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2.4.1 Optimal prediction in universal kriging |
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39 | (1) |
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2.5 The intuition behind kriging |
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40 | (5) |
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2.5.1 An example: the kriging weights in the phosphorus data |
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41 | (4) |
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3 Variogram and covariance models and estimation |
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45 | (26) |
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3.1 Empirical estimation of the variogram or covariance function |
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45 | (2) |
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46 | (1) |
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47 | (1) |
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3.2 On the necessity of parametric variogram and covariance models |
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47 | (1) |
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3.3 Covariance and variogram models |
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48 | (7) |
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3.3.1 Spectral methods and the Matern covariance model |
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51 | (4) |
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3.4 Convolution methods and extensions |
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55 | (2) |
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3.4.1 Variogram models where no covariance function exists |
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56 | (1) |
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3.4.2 Jumps at the origin and the nugget effect |
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56 | (1) |
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3.5 Parameter estimation for variogram and covariance models |
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57 | (6) |
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3.5.1 Estimation with a nonconstant mean function |
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62 | (1) |
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3.6 Prediction for the phosphorus data |
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63 | (6) |
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3.7 Nonstationary covariance models |
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69 | (2) |
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4 Spatial models and statistical inference |
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71 | (16) |
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4.1 Estimation in the Gaussian case |
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74 | (4) |
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4.1.1 A data example: model fitting for the wheat yield data |
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75 | (3) |
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4.2 Estimation for binary spatial observations |
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78 | (9) |
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83 | (1) |
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4.2.2 Goodness of model fit |
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84 | (3) |
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87 | (36) |
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91 | (1) |
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5.2 Other types of anisotropy |
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92 | (1) |
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5.3 Covariance modeling under anisotropy |
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93 | (1) |
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5.4 Detection of anisotropy: the rose plot |
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94 | (2) |
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5.5 Parametric methods to assess isotropy |
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96 | (1) |
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5.6 Nonparametric methods of assessing anisotropy |
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97 | (14) |
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5.6.1 Regularly spaced data case |
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97 | (4) |
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5.6.2 Irregularly spaced data case |
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101 | (3) |
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5.6.3 Choice of spatial lags for assessment of isotropy |
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104 | (1) |
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105 | (2) |
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107 | (4) |
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5.7 Assessment of isotropy for general sampling designs |
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111 | (9) |
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5.7.1 A stochastic sampling design |
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111 | (1) |
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5.7.2 Covariogram estimation and asymptotic properties |
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112 | (1) |
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5.7.3 Testing for spatial isotropy |
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113 | (2) |
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5.7.4 Numerical results for general spatial designs |
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115 | (2) |
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5.7.5 Effect of bandwidth and block size choice |
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117 | (3) |
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5.8 An assessment of isotropy for the longleaf pine sizes |
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120 | (3) |
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123 | (26) |
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6.1 Space-time observations |
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123 | (1) |
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6.2 Spatio-temporal stationarity and spatio-temporal prediction |
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124 | (1) |
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6.3 Empirical estimation of the variogram, covariance models, and estimation |
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125 | (2) |
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6.3.1 Space-time symmetry and separability |
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126 | (1) |
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6.4 Spatio-temporal covariance models |
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127 | (3) |
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6.4.1 Nonseparable space-time covariance models |
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128 | (2) |
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130 | (2) |
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6.6 Parametric methods of assessing full symmetry and space-time separability |
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132 | (1) |
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6.7 Nonparametric methods of assessing full symmetry and space-time separability |
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133 | (14) |
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139 | (2) |
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6.7.2 Pacific Ocean wind data |
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141 | (1) |
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6.7.3 Numerical experiments based on the Irish wind data |
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142 | (2) |
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6.7.4 Numerical experiments on the test for separability for data on a grid |
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144 | (1) |
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6.7.5 Taylor's hypothesis |
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145 | (2) |
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6.8 Nonstationary space-time covariance models |
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147 | (2) |
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149 | (18) |
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7.1 The Poisson process and spatial randomness |
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150 | (6) |
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156 | (2) |
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158 | (9) |
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8 Isotropy for spatial point patterns |
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167 | (14) |
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8.1 Some large sample results |
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169 | (1) |
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170 | (1) |
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171 | (2) |
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173 | (4) |
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8.4.1 Poisson cluster processes |
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173 | (3) |
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8.4.2 Simple inhibition processes |
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176 | (1) |
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8.5 An application to leukemia data |
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177 | (4) |
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9 Multivariate spatial and spatio-temporal models |
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181 | (34) |
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183 | (3) |
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9.2 An alternative to cokriging |
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186 | (8) |
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187 | (1) |
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188 | (3) |
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191 | (1) |
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192 | (2) |
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9.3 Multivariate covariance functions |
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194 | (4) |
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9.3.1 Variogram function or covariance function? |
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195 | (1) |
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9.3.2 Intrinsic correlation, separable models |
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196 | (1) |
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9.3.3 Coregionalization and kernel convolution models |
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197 | (1) |
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9.4 Testing and assessing intrinsic correlation |
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198 | (7) |
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9.4.1 Testing procedures for intrinsic correlation and symmetry |
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201 | (1) |
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9.4.2 Determining the order of a linear model of coregionalization |
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202 | (2) |
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9.4.3 Covariance estimation |
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204 | (1) |
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9.5 Numerical experiments |
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205 | (4) |
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205 | (2) |
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9.5.2 Intrinsic correlation |
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207 | (2) |
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9.5.3 Linear model of coregionalization |
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209 | (1) |
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9.6 A data application to pollutants |
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209 | (4) |
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213 | (2) |
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10 Resampling for correlated observations |
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215 | (36) |
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10.1 Independent observations |
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218 | (6) |
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218 | (2) |
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220 | (1) |
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221 | (3) |
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10.2 Other data structures |
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224 | (1) |
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10.3 Model-based bootstrap |
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225 | (3) |
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225 | (2) |
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10.3.2 Time series: autoregressive models |
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227 | (1) |
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10.4 Model-free resampling methods |
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228 | (8) |
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10.4.1 Resampling for stationary dependent observations |
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230 | (2) |
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232 | (1) |
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233 | (1) |
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10.4.4 A numerical experiment |
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233 | (3) |
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236 | (4) |
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10.5.1 Model-based resampling |
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237 | (1) |
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10.5.2 Monte Carlo maximum likelihood |
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238 | (2) |
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10.6 Model-free spatial resampling |
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240 | (6) |
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10.6.1 A spatial numerical experiment |
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244 | (2) |
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246 | (1) |
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10.7 Unequally spaced observations |
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246 | (5) |
Bibliography |
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251 | (12) |
Index |
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263 | |