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Noncausal Gauss Markov random fields: parameter structure and estimation - MaRDI portal

Noncausal Gauss Markov random fields: parameter structure and estimation (Q4307337)

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scientific article; zbMATH DE number 645369
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Noncausal Gauss Markov random fields: parameter structure and estimation
scientific article; zbMATH DE number 645369

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    Noncausal Gauss Markov random fields: parameter structure and estimation (English)
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    4 October 1994
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    eigenstructure of potential matrices
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    variational fields
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    symmetric fields
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    Dirichlet fields
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    maximum likelihood estimator
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    noncausal homogeneous Gauss Markov random fields
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    finite lattices
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    second-order fields
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    complete characterization of parameter space
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    general higher order fields
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    fitting noncausal models to 2-D data
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