A frequency domain algorithm for maximum likelihood estimation of gaussian fields

DOI10.1080/00949659908811972zbMath0960.62104MaRDI QIDQ4513014

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

zbMATH Keywords

algorithm; frequency domain; maximum likelihood estimation; discrete cosine transform; conditional autoregression; intrinsic autoregressions; reflective boundary assumptions

Mathematics Subject Classification ID

62M40: Random fields; image analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

Efficient likelihood computations for some multivariate Gaussian Markov random fields

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