The Whittle Estimator for Strongly Dependent Stationary Gaussian Fields

DOI10.1111/1467-9469.00158zbMATH Open0952.60046OpenAlexW2063706568MaRDI QIDQ4956045FDOQ4956045

Authors: Carenne Ludeña, M. Lavielle 

Publication date: 24 May 2000

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00158

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zbMATH Keywords

Gaussian fieldsWhittle estimatortapered periodogram

Mathematics Subject Classification ID

Gaussian processes (60G15) Foundations and philosophical topics in statistics (62A01) Generalized stochastic processes (60G20)

Cited In (16)

• Maximum likelihood estimator in a multi-phase random regression model
• Whittle estimation based on the extremal spectral density of a heavy-tailed random field
• Local Whittle estimator for anisotropic random fields
• Statistical estimation for stationary models with tapered data
• Statistical inference for stationary linear models with tapered data
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data
• Parametric estimation of long memory multivariate Gaussian random fields
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• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
• Parametric estimation for Gaussian fields indexed by graphs
• On the Whittle estimators for some classes of continuous-parameter random processes and fields
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• On asymptotic properties of estimators stationary gaussian random sequences
• Local stationarity for spatial data

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