Autocovariance varieties of moving average random fields

DOI10.1016/j.jsc.2020.07.002zbMath1475.62289arXiv1903.08611OpenAlexW3041323636MaRDI QIDQ820954

Viet Son Pham

Publication date: 29 September 2021

Published in: Journal of Symbolic Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.08611

zbMATH Keywords

maximum likelihoodautocovariance functionmoving averagealgebraic varietyalgebraic statistics

Mathematics Subject Classification ID

Random fields (60G60) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Toric varieties, Newton polyhedra, Okounkov bodies (14M25) Computational aspects of higher-dimensional varieties (14Q15) Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25) Algebraic statistics (62R01)

Uses Software

• Macaulay2
• HomotopyContinuation

Cites Work

• Strictly stationary solutions of spatial ARMA equations
• Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
• Simple consistent estimation of the coefficients of a linear filter
• Time series: theory and methods.
• HomotopyContinuation.jl: a package for homotopy continuation in Julia
• The maximum likelihood degree of toric varieties
• Algebraic Geometry. I: Complex projective varieties.
• Fitting MA(\(q\)) models in the closed invertible region
• The maximum likelihood degree of a very affine variety
• Moment Varieties of Gaussian Mixtures
• Algebraic Statistics
• Algebraic Identifiability of Gaussian Mixtures
• A survey of spectral factorization methods
• The maximum likelihood degree
• The Euclidean distance degree of an algebraic variety

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