Gaussian pseudo-likelihood estimation for stationary processes on a lattice

DOI10.1007/s10182-013-0207-zzbMath1443.62236OpenAlexW2095648019MaRDI QIDQ1621658

Chrysoula Dimitriou-Fakalou

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

zbMATH Keywords

spectral densitypseudo-likelihoodbest linear predictorauto-linear model

Mathematics Subject Classification ID

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)

Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient

Uses Software

• GMRFLib
• spBayes

Cites Work

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• Parameter estimation for a stationary process on a d-dimensional lattice
• Efficiency of pseudolikelihood estimation for simple Gaussian fields
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• 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

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