Spectral and circulant approximations to the likelihood for stationary Gaussian random fields

DOI10.1016/0378-3758(95)00065-8zbMath0881.62099OpenAlexW1995233588MaRDI QIDQ1918173

Kanti V. Mardia, John T. Kent

Publication date: 8 February 1998

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00065-8

zbMATH Keywords

maximum likelihood estimatescirculant matrixspectral densitytrace class normWhittle approximation

Mathematics Subject Classification ID

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

Related Items

Spatial circulants, with applications, A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics, Modified Whittle estimation of multilateral models on a lattice, A Spatiotemporal Auto-Regressive Moving Average Model for Solar Radiation, On least squares estimation for long-memory lattice processes, Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods, A good approximation of the Gaussian likelihood of simultaneous autoregressive model which yields us an asymptotically efficient estimate of parameters

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An elementary proof of a fundamental theorem in the theory of Banach algebras
• Classes of linear operators. Vol. I
• Maximum likelihood estimation of models for residual covariance in spatial regression
• A note on the asymptotic eigenvalues and eigenvectors of the dispersion matrix of a second-order Stationary Process on a d-dimensional Lattice
• Edge effects and efficient parameter estimation for stationary random fields
• Parameter estimation for a stationary process on a d-dimensional lattice
• ON STATIONARY PROCESSES IN THE PLANE