Random field priors for spectral density functions
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Publication:997305
DOI10.1016/j.jspi.2006.05.023zbMath1114.62097OpenAlexW1966587533MaRDI QIDQ997305
Publication date: 23 July 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2006.05.023
Gaussian processesMarkov random fieldsMCMCWhittle likelihoodMatérn correlation functionshort memory processes
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Related Items (3)
Asymptotic theory of cepstral random fields ⋮ Bayesian multiscale feature detection of log-spectral densities ⋮ Bayesian nonparametric spectral density estimation using B-spline priors
Uses Software
Cites Work
- Fast Sampling of Gaussian Markov Random Fields
- Interpolation of spatial data. Some theory for kriging
- Bayesian semiparametric inference on long-range dependence
- Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
- Fitting Gaussian Markov Random Fields to Gaussian Fields
- On Block Updating in Markov Random Field Models for Disease Mapping
- Spectral methods for nonstationary spatial processes
- Bayesian Estimation of the Spectral Density of a Time Series
- Contiguity of the Whittle measure for a Gaussian time series
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