Asymptotically efficient parameter estimation in hidden Markov spatio-temporal random fields

DOI10.5705/SS.2013.281WMaRDI QIDQ3195219zbMATH OpenOpenAlexFDO

Authors Tze Leung Lai, Johan Lim

Publication date 21 October 2015

Full work available at URL https://semanticscholar.org/paper/c200f610e0069a469476a1cfb5813fdae93fefcd

zbMATH Keywords

\(\rho\)-mixingblock maximum likelihood estimatorcomposite likelihoodcorrelation decayhidden Markov random fieldsimage analysislocally asymptotically normal family

Mathematics Subject Classification ID

Random fields (60G60) Markov processes: estimation; hidden Markov models (62M05) Random fields; image analysis (62M40)

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(3)

• A peeling algorithm for multiple testing on a random field
• Spatio-temporal random fields: compressible representation and distributed estimation
• Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation

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