A spectral approach to estimation and smoothing of continuous spatial processes

DOI10.1007/BF01581762zbMath0879.60035MaRDI QIDQ1360310

Z. T. Yucel, Robert H. Shumway

Publication date: 22 January 1998

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

zbMATH Keywords

Fourier transformGaussian processmeasurement errorirregular datasignal extractionanisotropicGauss-Newtonspatial correlation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• Fitting a stochastic partial differential equation to aquifer data
• On the convergence properties of the EM algorithm
• On the rate of convergence of the ECM algorithm
• Fitting Continuous ARMA Models to Unequally Spaced Spatial Data
• Maximum likelihood estimation via the ECM algorithm: A general framework
• A general class of models for stationary two-dimensional random processes
• ON STATIONARY PROCESSES IN THE PLANE
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