Relative asymptotic efficiency of the maximum pseudolikelihood estimate for Gauss-Markov random fields

DOI10.1023/A:1016358528308zbMath1006.62083OpenAlexW1513550818MaRDI QIDQ1857354

Pavel Boček, Martin Janžura

Publication date: 17 February 2003

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1016358528308

zbMATH Keywords

asymptotic efficiencyspectral densityGauss-Markov random fieldsmaximum pseudolikelihood estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Gaussian processes (60G15)

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