scientific article; zbMATH DE number 108483
a.s. model identificationARMAbirth and death processcentral limit theoremsconsistencyconvergence in mean squaredata taperingempirical estimatorsergodic theoremGaussian specificationsGibbs fieldsGibbs potentialsGibbs samplerimage analysisintrinsic modelslimit theoremsMarkov fieldsMarkovian CAR modelsMetropolis dynamicmixing for linear fieldsmultidimensional Gaussian Markov fieldsnonhomogeneous Markov chainnonparametric estimationnonstationary modelsnotions of regularityoptimization under constraintsparametric estimationpartial observationquasi- likelihood estimationrational spectrasecond order modelssimulated annealingsimulation algorithmsspectral representationsstochastic algorithmsstrong lawweakly dependent fields
Here is a somewhat condensed table of contents: Chapter 1, Second order models on \(Z^ d\) [Spectral representations; various notions of regularity; ARMA and Markovian CAR models; identification of rational spectra; nonstationary models; multidimensional Gaussian Markov fields; mixing for linear fields]. Chapter 2, Gibbs fields and Markov fields [Gibbs fields; Markov fields and associated Gibbs potentials; Gaussian specifications; Gibbs models in image analysis]. Chapter 3, Limit theorems and parametric estimation for random fields [The ergodic theorem; strong law and convergence in mean square; central limit theorems; quasi-likelihood estimation; a.s. model identification for weakly dependent fields]. Chapter 4, Estimation for second order models [Empirical estimators and data tapering; quasi-likelihood Gaussian estimation; the Markovian Gaussian case; intrinsic models; nonparametric estimation of the spectrum]. Chapter 5, Estimation for Gibbs fields [Description of some methods; consistency; asymptotic laws and tests; the case of partial observation]. Chapter 6, Stochastic algorithms [Dynamics of a nonhomogeneous Markov chain; simulation algorithms, Gibbs sampler and Metropolis dynamic; simulated annealing; sampling and optimization under constraints; birth and death process dynamics; Gibbs sampler in the Gaussian case; stochastic algorithms for Gibbs models estimation; stochastic algorithms in image analysis]. There are exercises for each chapter. The level of preparation suggested is that of students in the third cycle of applied mathematics.
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