Parameter estimation for a stationary process on a d-dimensional lattice
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Publication:3945451
DOI10.1093/biomet/69.1.95zbMath0485.62107OpenAlexW1991389415WikidataQ100557719 ScholiaQ100557719MaRDI QIDQ3945451
Publication date: 1982
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/69.1.95
consistencyspectral densityWhittle approximationedge effectasymptotically normal estimatorlog likelihood approximationstationary regular process
Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)
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