Spectral and circulant approximations to the likelihood for stationary Gaussian random fields

DOI10.1016/0378-3758(95)00065-8zbMath0881.62099MaRDI QIDQ1918173

Kanti V. Mardia, John T. Kent

Publication date: 8 February 1998

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

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00065-8

zbMATH Keywords

maximum likelihood estimates; circulant matrix; spectral density; trace class norm; Whittle approximation

Mathematics Subject Classification ID

62M40: Random fields; image analysis

62M15: Inference from stochastic processes and spectral analysis

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