Spectral approximation to the likelihood for an intrinsic Gaussian random field

DOI10.1006/JMVA.1999.1818zbMATH Open0968.62070OpenAlexW2087029035MaRDI QIDQ1301599FDOQ1301599

Authors: John T. Kent, Mohsen Mohammadzadeh 

Publication date: 20 December 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1818

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zbMATH Keywords

Whittle approximationspectral approximationtrace class normconditional autoregressionintrinsic random fields

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Inference from stochastic processes and spectral analysis (62M15)

Cited In (11)

• Stable Likelihood Computation for Gaussian Random Fields
• Spectral likelihood expansions for Bayesian inference
• Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
• Intrinsic autoregressions at multiple resolutions
• Random field priors for spectral density functions
• Title not available (Why is that?)
• Estimation of a finite-spectrum Gaussian random field from observations of signals on a lattice in Rd
• Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields
• A spectral approach to simulating intrinsic random fields with power and spline generalized covariances
• Likelihood Ratio of Gaussian Globally Markovian Random Fields
• A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics

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