On Estimation of the Mean and Covariance Parameter for Gaussian Random Fields

DOI10.1080/02331889808802622zbMath0960.62106OpenAlexW2027205443WikidataQ126211072 ScholiaQ126211072MaRDI QIDQ4390539

Ricardo Vélez Ibarrola, Roman Różański, Ibarrola Pilar

Publication date: 20 May 2001

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889808802622

zbMATH Keywords

invarianceGaussian random fieldBayesian estimatorcovariance parameter estimationstopping pointsregression models for spatial processes

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Sequential estimation (62L12)

Uses Software

• spatial

Cites Work

• Unnamed Item
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field
• On sequential estimation of the mean of a multidimensional gaussian process
• The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis
• Statistical Inference for Spatial Processes

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