A frequency domain algorithm for maximum likelihood estimation of gaussian fields

DOI10.1080/00949659908811972zbMATH Open0960.62104OpenAlexW2168141191MaRDI QIDQ4513014FDOQ4513014

Authors: Neil A. Butler 

Publication date: 2 April 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659908811972

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zbMATH Keywords

maximum likelihood estimationalgorithmfrequency domaindiscrete cosine transformconditional autoregressionintrinsic autoregressionsreflective boundary assumptions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40)

Cites Work

• Maximum likelihood estimation of models for residual covariance in spatial regression
• ON STATIONARY PROCESSES IN THE PLANE
• Bayesian computation and stochastic systems. With comments and reply.
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Efficiency of pseudolikelihood estimation for simple Gaussian fields
• The intrinsic random functions and their applications
• Title not available (Why is that?)
• On the estimation and testing of spatial interaction in Gaussian lattice processes
• Intrinsic autoregressions and related models on the two-dimensional lattice
• Estimation of parameters in hidden Markov models
• Fast computation of a discretized thin-plate smoothing spline for image data
• A Storage Efficient Way to Implement the Discrete Cosine Transform
• A frequency domain comparison of estimation methods for gaussian fields

Cited In (4)

• Frequency domain generalized empirical likelihood method
• Title not available (Why is that?)
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• Efficient likelihood computations for some multivariate Gaussian Markov random fields

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