Local stationarity for spatial data

MaRDI QIDQ5377494zbMATH OpenFDO

Authors Danilo Pezo Villar

Publication date 24 May 2019

Full work available at URL http://d-nb.info/1151120537/34

zbMATH Keywords

spatial datastationarity

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stationary stochastic processes (60G10) Gaussian processes (60G15) Random fields (60G60) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(11)

• Local Whittle estimator for anisotropic random fields
• Automatic estimation of spatial spectra via smoothing splines
• Nonparametric regression for locally stationary functional time series
• Locally stationary spatio-temporal processes
• Local Whittle likelihood estimators and tests for spatial lattice data
• Modified Whittle estimation of multilateral models on a lattice
• Penalized Whittle likelihood for spatial data
• Likelihood methods for nonstationary time series and random fields
• scientific article; zbMATH DE number 7399670 (Why is no real title available?)
• Local intrinsic stationarity and its inference
• The debiased Whittle likelihood

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