Modeling of two-dimensional random fields by parametric cepstrum

DOI10.1109/TIT.1986.1057241zbMATH Open0622.62090OpenAlexW2129770160MaRDI QIDQ3759764FDOQ3759764

Authors: V. Solo 

Publication date: 1986

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1986.1057241

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zbMATH Keywords

hypothesis testingfast Fourier transformsisotropiclinear constraintsorder estimationlinear estimationWiener filterscepstrumquarter planechoice of model orderasymptotic maximum likelihood estimatorfitted spectrumgeneral elliptic fieldparametric modeling of stationary random fieldsseparable fields

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Cited In (10)

• Noncanonical spectral model of multidimensional uniform random fields
• NONPARAMETRIC PREDICTION WITH SPATIAL DATA
• Long memory conditional random fields on regular lattices
• Impact of missing data on the prediction of random fields
• Covariate‐based cepstral parameterizations for time‐varying spatial error covariances
• Error analysis and choice of model parameters in statistical modeling of random fields and processes
• Asymptotic theory of cepstral random fields
• Title not available (Why is that?)
• Specification tests for lattice processes
• Parametric translation models for stationary non-Gaussian processes and fields

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