Properties of Separable Covariance Matrices and Their Associated Gaussian Random Processes

DOI10.1109/TPAMI.1984.4767580MaRDI QIDQ3677007zbMATH OpenWikidataFDO

Authors

Publication date 1984

Published in IEEE Transactions on Pattern Analysis and Machine Intelligence (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TPAMI.1984.4767580

zbMATH Keywords

direct productdivergenceKronecker productlinear predictionmaximum likelihood spectral estimatesseparable covariance matricestwo- dimensional stationary random fieldstwo-dimensional correlationtwo-dimensional Gaussian random processes

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

Recommendations

• The likelihood ratio test for a separable covariance matrix
• Sample properties of random fields. I: Separability and measurability
• scientific article; zbMATH DE number 4028517
• Étude de la covariance de quelques processus gaussiens en liaison avec la propriété de Markov. (Study of the covariance of some Gaussian processes with regard to the Markov property)
• scientific article; zbMATH DE number 3925900

Cited in

(6)

• On a covariance structure of some subset of self-similar Gaussian processes
• scientific article; zbMATH DE number 5595792 (Why is no real title available?)
• scientific article; zbMATH DE number 3925900 (Why is no real title available?)
• Continuous factorizations of covariance operators and Gaussian processes
• scientific article; zbMATH DE number 4028517 (Why is no real title available?)
• Separable expansions for covariance estimation via the partial inner product

This page was built for publication: Properties of Separable Covariance Matrices and Their Associated Gaussian Random Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3677007)