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Spectral and circulant approximations to the likelihood for stationary Gaussian random fields - MaRDI portal

Spectral and circulant approximations to the likelihood for stationary Gaussian random fields (Q1918173)

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scientific article; zbMATH DE number 906637
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English
Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
scientific article; zbMATH DE number 906637

    Statements

    Spectral and circulant approximations to the likelihood for stationary Gaussian random fields (English)
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    8 February 1998
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    spectral density
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    circulant matrix
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    trace class norm
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    Whittle approximation
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    maximum likelihood estimates
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