Pages that link to "Item:Q5831509"
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The following pages link to ON STATIONARY PROCESSES IN THE PLANE (Q5831509):
Displaying 50 items.
- Fourth order Taylor-Kármán structured covariance tensor for gravity gradient predictions by means of the Hankel transformation (Q901337) (← links)
- Fitting a stochastic partial differential equation to aquifer data (Q911949) (← links)
- Codispersion coefficients for spatial and temporal series (Q945460) (← links)
- Properties of spatial cross-periodograms using fixed-domain asymptotics (Q953857) (← links)
- Chebyshev approximation of log-determinants of spatial weight matrices (Q956825) (← links)
- Spatial dependence estimation using FFT of biased covariances (Q974512) (← links)
- Asymptotic inference for unit roots in spatial triangular autoregression (Q996728) (← links)
- Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models (Q996982) (← links)
- Disentangling mark/point interaction in marked-point processes (Q1019944) (← links)
- Model comparison and selection for stationary space-time models (Q1020121) (← links)
- Memory properties and aggregation of spatial autoregressive models (Q1021992) (← links)
- Hierarchical multiresolution approaches for dense point-level breast cancer treatment data (Q1023595) (← links)
- Spectral estimation of a structural thin-plate smoothing model (Q1023942) (← links)
- Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) (Q1045794) (← links)
- Variations de champs Gaussiens stationnaires: Application à l'idéntification. (Variations of stationary Gaussian fields: Application to identification) (Q1078914) (← links)
- Some properties of the multidimensional complex cepstrum and their relationship to the stability of multidimensional systems (Q1095093) (← links)
- First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices (Q1102679) (← links)
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
- Sampling and estimation problems for three dimensional spatial stationary and non stationary stochastic processes as encountered in the mineral industry (Q1253081) (← links)
- Image analysis with partially ordered Markov models. (Q1274570) (← links)
- On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified (Q1299480) (← links)
- On the underfitting and overfitting sets of models chosen by order selection criteria. (Q1303860) (← links)
- On the symmetric bilateral AR processes (Q1305275) (← links)
- Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
- A spectral approach to estimation and smoothing of continuous spatial processes (Q1360310) (← links)
- A three-dimensional unilateral autoregressive lattice process (Q1361729) (← links)
- Two-dimensional model-based power spectrum estimation for nonextendible correlation bisequences (Q1366458) (← links)
- The influence of sample size on the degree of redundancy in spatial lag operators (Q1377332) (← links)
- Sparse matrix tools for Gaussian models on lattices (Q1389604) (← links)
- Families of spatio-temporal stationary covariance models. (Q1408738) (← links)
- Estimation of simultaneous systems of spatially interrelated cross sectional equations. (Q1421311) (← links)
- Kernel density estimation for spatial processes: The \(L_{1}\) theory (Q1421857) (← links)
- Spatial autoregression and related spatio-temporal models. (Q1421867) (← links)
- A close look at the spatial structure implied by the CAR and SAR models. (Q1427517) (← links)
- On the sharp Markov property for Gaussian random fields and spectral synthesis in spaces of Bessel potentials (Q1431495) (← links)
- The inversion of correlation matrix for MA(1) process (Q1431934) (← links)
- Spatial nonparametric regression estimation: Non-isotropic case (Q1566060) (← links)
- Gaussian pseudo-likelihood estimation for stationary processes on a lattice (Q1621658) (← links)
- Control charts for multivariate spatial autoregressive models (Q1622097) (← links)
- Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise (Q1631188) (← links)
- Modeling skewed spatial data using a convolution of Gaussian and log-Gaussian processes (Q1631562) (← links)
- Autoregressive spatial spectral estimates (Q1706446) (← links)
- Bayesian time series regression with nonparametric modeling of autocorrelation (Q1729307) (← links)
- Modeling spatio-temporal data by spatial AR models (Q1732740) (← links)
- Bayesian sequential data collection for stochastic simulation calibration (Q1735194) (← links)
- Fast generation of isotropic Gaussian random fields on the sphere (Q1746424) (← links)
- Bayesian spectral modeling for multivariate spatial distributions of elemental concentrations in soil (Q1752000) (← links)
- Spatial kernel regression estimation: weak consistency (Q1770071) (← links)
- Asymptotic inference for a nearly unstable sequence of stationary spatial AR models (Q1771437) (← links)
- Space-time estimation of a particle system model. (Q1780713) (← links)
