Random field priors for spectral density functions

DOI10.1016/j.jspi.2006.05.023zbMath1114.62097OpenAlexW1966587533MaRDI QIDQ997305

Stefano F. Tonellato

Publication date: 23 July 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.05.023

zbMATH Keywords

Gaussian processesMarkov random fieldsMCMCWhittle likelihoodMatérn correlation functionshort memory processes

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Asymptotic theory of cepstral random fields ⋮ Bayesian multiscale feature detection of log-spectral densities ⋮ Bayesian nonparametric spectral density estimation using B-spline priors

Uses Software

• R
• GMRFLib

Cites Work

• Fast Sampling of Gaussian Markov Random Fields
• Interpolation of spatial data. Some theory for kriging
• Bayesian semiparametric inference on long-range dependence
• Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
• Fitting Gaussian Markov Random Fields to Gaussian Fields
• On Block Updating in Markov Random Field Models for Disease Mapping
• Spectral methods for nonstationary spatial processes
• Bayesian Estimation of the Spectral Density of a Time Series
• Contiguity of the Whittle measure for a Gaussian time series
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