Markov Chain Markov Field dynamics: Models and statistics

DOI10.1080/02331880213192zbMATH Open1013.62096OpenAlexW2053720165MaRDI QIDQ3153646FDOQ3153646

Authors: Xavier Guyon, Cécile Hardouin 

Publication date: 28 November 2002

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880213192

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zbMATH Keywords

ergodicitymodel diagnosticsauto-modelsMarkov fieldsLyapunov stability criterionMarkov chain dynamics

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Random fields; image analysis (62M40) Random fields (60G60) Markov processes (60J99)

Cites Work

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• Efficiency of pseudolikelihood estimation for simple Gaussian fields
• A Three-Stage Iterative Procedure for Space-Time Modeling
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• Bivariate Distributions With Exponential Conditionals
• Gibbs States on Countable Sets
• Compatible Conditional Distributions
• Maximum likelihood estimation in the birth-and-death process
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• Time reversal and stationary Gibbs measures
• Identification and Interpretation of First Order Space-Time ARMA Models
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• Test de différence de contrastes et somme pondérée de khi‐deux

Cited In (9)

• Markow chain markov field dynamics:models and statistics
• Mixed-state spatio-temporal auto-models
• Structural Learning with Time-Varying Components: Tracking the Cross-Section of Financial Time Series
• Simulation study to identify the characteristics of Markov chain properties
• Markovianity in space and time
• Estimation of the defect status on visual field longitudinal data
• Markov chains as models in statistical mechanics
• Statistics of a class of Markov chains
• Application of Markov chains to identification of gas turbine engine dynamic models

Uses Software

• spatial

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