Asymptotic theory of cepstral random fields (Q2448723): Difference between revisions

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+Asymptotic properties of discrete Fourier transforms for spatial data
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+On the correlation structure of some two-dimensional stationary processes
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+An exponential model for the spectrum of a scalar time series
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+Edge effects and efficient parameter estimation for stationary random fields
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+Spectral methods for nonstationary spatial processes
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+Contemporary Bayesian Econometrics and Statistics
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+Parameter estimation for a stationary process on a <i>d</i>-dimensional lattice
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+ARMA-cepstrum recursion algorithm for the estimation of the MA parameters of 2-D ARMA models
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+Maximum likelihood estimation of models for residual covariance in spatial regression
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+A local spectral approach for assessing time series model misspecification
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+Selection between models through multi-step-ahead forecasting
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+Asymptotic theory of cepstral random fields
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+NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
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+Least squares estimation in the regression model with autoregressive-moving average errors
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+BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
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+On flat-top kernel spectral density estimators for homogeneous random fields
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+Taylor Expansion of exp(∑ ∞ k = 0 a k z k ) and Some Applications
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+Gaussian and non-Gaussian linear time series and random fields
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+Modeling of two-dimensional random fields by parametric cepstrum
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+Interpolation of spatial data. Some theory for kriging
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+Asymptotic theory of statistical inference for time series
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+Random field priors for spectral density functions
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