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

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