Pages that link to "Item:Q3945451"
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The following pages link to Parameter estimation for a stationary process on a <i>d</i>-dimensional lattice (Q3945451):
Displaying 50 items.
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (Q68580) (← links)
- A good approximation of the Gaussian likelihood of simultaneous autoregressive model which yields us an asymptotically efficient estimate of parameters (Q254917) (← links)
- An approximate likelihood function of spatial correlation parameters (Q287412) (← links)
- Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Modelling data observed irregularly over space and regularly in time (Q537222) (← links)
- Automatic spectral density estimation for random fields on a lattice via bootstrap (Q619084) (← links)
- On estimation of parameters for spatial autoregressive model (Q623489) (← links)
- Yule-Walker estimation for the moving-average model (Q638025) (← links)
- Spatial analysis of auto-multivariate lattice data (Q657081) (← links)
- Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
- Graphical modelling and partial characteristics for multitype and multivariate-marked spatio-temporal point processes (Q830443) (← links)
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes (Q850752) (← links)
- Nonparametric spectrum estimation for spatial data (Q866644) (← links)
- On a class of minimum contrast estimators for Gegenbauer random fields (Q905098) (← links)
- Properties of spatial cross-periodograms using fixed-domain asymptotics (Q953857) (← links)
- Spatial dependence estimation using FFT of biased covariances (Q974512) (← links)
- Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models (Q996982) (← links)
- Local Whittle estimator for anisotropic random fields (Q1006678) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) (Q1045794) (← links)
- Parametric inference for imperfectly observed Gibbsian fields (Q1112524) (← links)
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (Q1208963) (← links)
- On the quality of likelihood-based estimators in spatial autoregressive models when the data dependence structure is misspecified (Q1299480) (← links)
- Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
- A three-dimensional unilateral autoregressive lattice process (Q1361729) (← links)
- Gaussian pseudo-likelihood estimation for stationary processes on a lattice (Q1621658) (← links)
- Flexible and efficient estimating equations for variogram estimation (Q1662314) (← links)
- On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model (Q1688160) (← links)
- Autoregressive spatial spectral estimates (Q1706446) (← links)
- Bayesian spectral modeling for multivariate spatial distributions of elemental concentrations in soil (Q1752000) (← links)
- Parameter estimation of random fields with long-range dependence (Q1894051) (← links)
- Spectral and circulant approximations to the likelihood for stationary Gaussian random fields (Q1918173) (← links)
- Some results on unilateral ARMA lattice processes (Q1918174) (← links)
- On flat-top kernel spectral density estimators for homogeneous random fields (Q1918177) (← links)
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
- Goodness-of-fit tests for the spatial spectral density (Q2001998) (← links)
- Nonparametric spectral methods for multivariate spatial and spatial-temporal data (Q2057833) (← links)
- Statistical inference for stationary linear models with tapered data (Q2154983) (← links)
- Spatial long memory (Q2195534) (← links)
- A general frequency domain method for assessing spatial covariance structures (Q2203611) (← links)
- Parametric estimation for Gaussian fields indexed by graphs (Q2249584) (← links)
- A case study competition among methods for analyzing large spatial data (Q2272997) (← links)
- Prediction of stationary Gaussian random fields with incomplete quarterplane past (Q2350063) (← links)
- Statistical inference using higher-order information (Q2370522) (← links)
- Spatial circulants, with applications (Q2431580) (← links)
- Stochastic approximation of score functions for Gaussian processes (Q2443174) (← links)
- Some prediction problems for stationary random fields with quarter-plane past (Q2443260) (← links)
- A new image segmentation algorithm with applications to image inpainting (Q2445663) (← links)
- Asymptotic theory of cepstral random fields (Q2448723) (← links)
