Gaussian pseudo-likelihood estimation for stationary processes on a lattice
From MaRDI portal
Publication:1621658
DOI10.1007/s10182-013-0207-zzbMath1443.62236OpenAlexW2095648019MaRDI QIDQ1621658
Publication date: 9 November 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-013-0207-z
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Modelling data observed irregularly over space and regularly in time
- Statistical inference for spatial auto-linear processes
- Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\)
- Pseudolikelihood for exponential family models of spatial point processes
- Time series: theory and methods.
- Parameter estimation for a stationary process on a d-dimensional lattice
- Efficiency of pseudolikelihood estimation for simple Gaussian fields
- On the estimation and testing of spatial interaction in Gaussian lattice processes
- A subclass of lattice processes applied to a problem in planar sampling
- Gaussian Markov Random Fields
- A Gaussian Markovian process on a square lattice
- The asymptotic theory of linear time-series models
- ON STATIONARY PROCESSES IN THE PLANE
This page was built for publication: Gaussian pseudo-likelihood estimation for stationary processes on a lattice
