Pages that link to "Item:Q2493134"

The following pages link to Modified Whittle estimation of multilateral models on a lattice (Q2493134):

Displaying 18 items.

• A good approximation of the Gaussian likelihood of simultaneous autoregressive model which yields us an asymptotically efficient estimate of parameters (Q254917) (← links)
• Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
• Inference on power law spatial trends (Q418245) (← links)
• Asymptotic inference for a one-dimensional simultaneous autoregressive model (Q548172) (← links)
• Automatic spectral density estimation for random fields on a lattice via bootstrap (Q619084) (← links)
• Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
• Nonparametric spectrum estimation for spatial data (Q866644) (← links)
• On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
• Spatial dependence estimation using FFT of biased covariances (Q974512) (← links)
• On least squares estimation for long-memory lattice processes (Q1036782) (← links)
• Autoregressive spatial spectral estimates (Q1706446) (← links)
• On the validity of Akaike's identity for random fields (Q2024441) (← links)
• Spatial long memory (Q2195534) (← links)
• Spatial circulants, with applications (Q2431580) (← links)
• Goodness of fit for lattice processes (Q2628837) (← links)
• Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate (Q3552858) (← links)
• On the estimation of the spectral density for continuous spatial processes (Q5402491) (← links)
• NONPARAMETRIC PREDICTION WITH SPATIAL DATA (Q6078281) (← links)