Parameter estimation for a stationary process on a d-dimensional lattice

consistency spectral density Whittle approximation edge effect asymptotically normal estimator log likelihood approximation stationary regular process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(71)

Spatial circulants, with applications
Linear-Cost Covariance Functions for Gaussian Random Fields
On a different way of understanding the edge-effect for the inference of ARMA-type processes (in \(\mathbb{Z}^d\))
Spatial long memory
A general frequency domain method for assessing spatial covariance structures
Statistical inference for stationary linear models with tapered data
La méthode de vraisemblance pour les processus linéaires spatiaux définis sur un treillis triangulaire
Isotropic Spectral Additive Models of the Covariogram
Nonparametric spectral methods for multivariate spatial and spatial-temporal data
NONPARAMETRIC PREDICTION WITH SPATIAL DATA
Deux méthodes d'estimation pour les paramètres de processus moyenne mobile spatiaux
Flexible and efficient estimating equations for variogram estimation
Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models
On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified
Prediction of stationary Gaussian random fields with incomplete quarterplane past
Graphical modelling and partial characteristics for multitype and multivariate-marked spatio-temporal point processes
An approximate likelihood function of spatial correlation parameters
Automatic spectral density estimation for random fields on a lattice via bootstrap
Stochastic approximation of score functions for Gaussian processes
An updated review of goodness-of-fit tests for regression models
A new image segmentation algorithm with applications to image inpainting
Parametric estimation for Gaussian fields indexed by graphs
Exact maximum likelihood for incomplete data from a correlated gaussian process
On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model
Parametric inference for imperfectly observed Gibbsian fields
A case study competition among methods for analyzing large spatial data
Local Whittle estimator for anisotropic random fields
On a class of minimum contrast estimators for Gegenbauer random fields
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
Interpolation of spatial data -- a stochastic or a deterministic problem?
Interpolation of nonstationary air pollution processes: a spatial spectral approach
Goodness of fit for lattice processes
Parameter estimation of random fields with long-range dependence
Spatial dependence estimation using FFT of biased covariances
Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
Gaussian pseudo-likelihood estimation for stationary processes on a lattice
A three-dimensional unilateral autoregressive lattice process
On the estimation of the spectral density for continuous spatial processes
Nonparametric spectrum estimation for spatial data
Asymptotic theory for nonparametric regression with spatial data
Statistical inference using higher-order information
On least squares estimation for long-memory lattice processes
Efficient estimation of functionals of the spectral density of stationary Gaussian fields
A good approximation of the Gaussian likelihood of simultaneous autoregressive model which yields us an asymptotically efficient estimate of parameters
Asymptotic theory of cepstral random fields
Properties of spatial cross-periodograms using fixed-domain asymptotics
On the Whittle estimators for some classes of continuous-parameter random processes and fields
Modified Whittle estimation of multilateral models on a lattice
Parameter Estimation of Self-Similar Spatial Covariogram Models
Spatial analysis of auto-multivariate lattice data
Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
Some results on unilateral ARMA lattice processes
Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice
On estimation of parameters for spatial autoregressive model
A formal test for nonstationarity of spatial stochastic processes
Goodness-of-fit tests for the spatial spectral density
THE ASYMPTOTIC JOINT DISTRIBUTION OF THE YULE-WALKER ESTIMATORS OF A CAUSAL MULTIDIMENSIONAL AR PROCESS
Bayesian spectral modeling for multivariate spatial distributions of elemental concentrations in soil
On flat-top kernel spectral density estimators for homogeneous random fields
Thermodynamics and statistical analysis of Gaussian random fields
Modelling data observed irregularly over space and regularly in time
A stationary spatio-temporal GARCH model
Correlation testing in time series, spatial and cross-sectional data
Some prediction problems for stationary random fields with quarter-plane past
Yule-Walker estimation for the moving-average model
Autoregressive spatial spectral estimates
Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence
Specification tests for lattice processes
Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\)

This page was built for publication: Parameter estimation for a stationary process on a d-dimensional lattice

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3945451)