Pages that link to "Item:Q391522"
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The following pages link to Tail estimation of the spectral density for a stationary Gaussian random field (Q391522):
Displaying 6 items.
- Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance'' estimating functions for fitting Matérn models. I: Densely sampled processes (Q273730) (← links)
- Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields (Q513769) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- On information about covariance parameters in Gaussian Matérn random fields (Q2102988) (← links)
- Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid (Q2306277) (← links)
- Penalized Whittle likelihood for spatial data (Q2692930) (← links)
