Local Whittle likelihood estimators and tests for spatial lattice data

DOI10.1016/J.JSPI.2017.06.001MaRDI QIDQ2411293zbMATH OpenOpenAlexFDO

Authors Kun Chen, Man Wang

Publication date 20 October 2017

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.2017.06.001

zbMATH Keywords

goodness-of-fit testsfrequency domainspatial periodogramlocal likelihood ratio testsWhittle likelihood ratio statistic

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

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Cited in

(4)

• Penalized Whittle likelihood for spatial data
• scientific article; zbMATH DE number 5361948 (Why is no real title available?)
• Modified Whittle estimation of multilateral models on a lattice
• Approximate Likelihood for Large Irregularly Spaced Spatial Data

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