Intrinsic autoregressions and related models on the two-dimensional lattice

DOI10.1093/biomet/74.3.517zbMath0671.62082OpenAlexW1981719426MaRDI QIDQ3823679

Hans R. Künsch

Publication date: 1987

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/422556

zbMATH Keywords

predictioninterpolationasymptotic behaviourabsolutely continuous spectrumestimatorincrementsapproximate maximum likelihoodintrinsic autoregressionintrinsic modelssemivariogramLandsat dataapproximation to the Gaussian likelihoodbest intrinsic predictorgeneralization of autoregressionsgeneralization of Whittle's estimatorintrinsic of order dmean freeprocess on the two-dimensional lattice

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes (62M99) Non-Markovian processes: hypothesis testing (62M07)

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