Asymptotic theory of cepstral random fields

DOI10.1214/13-AOS1180zbMath1294.62044arXiv1112.1977MaRDI QIDQ2448723

Tucker S. McElroy, Scott H. Holan

Publication date: 5 May 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.1977

zbMATH Keywords

spatial statistics; spectral density; Bayesian estimation; lattice data; cepstrum; exponential spectral representation

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M30: Inference from spatial processes

62M40: Random fields; image analysis

62F15: Bayesian inference

Related Items

NONPARAMETRIC PREDICTION WITH SPATIAL DATA, Computation of the autocovariances for time series with multiple long-range persistencies, Generalised cepstral models for the spectrum of vector time series, Asymptotic theory of cepstral random fields

Uses Software

• R
• spBayes

Cites Work

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