Pages that link to "Item:Q391522"
From MaRDI portal
The following pages link to Tail estimation of the spectral density for a stationary Gaussian random field (Q391522):
Displaying 11 items.
- Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance'' estimating functions for fitting Matérn models. I: Densely sampled processes (Q273730) (← links)
- Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields (Q513769) (← links)
- Optimal change point detection in Gaussian processes (Q1681057) (← links)
- Spectral and circulant approximations to the likelihood for stationary Gaussian random fields (Q1918173) (← links)
- On information about covariance parameters in Gaussian Matérn random fields (Q2102988) (← links)
- Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
- Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid (Q2306277) (← links)
- Penalized Whittle likelihood for spatial data (Q2692930) (← links)
- Estimation of smoothness of a stationary Gaussian random field (Q2828625) (← links)
- Estimation of a finite-spectrum Gaussian random field from observations of signals on a lattice in Rd (Q3751503) (← links)
- (Q3973441) (← links)
