A frequency domain algorithm for maximum likelihood estimation of gaussian fields

DOI10.1080/00949659908811972zbMath0960.62104OpenAlexW2168141191MaRDI QIDQ4513014

Neil A. Butler

Publication date: 2 April 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659908811972

zbMATH Keywords

algorithmfrequency domainmaximum likelihood estimationdiscrete cosine transformconditional autoregressionintrinsic autoregressionsreflective boundary assumptions

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Efficient likelihood computations for some multivariate Gaussian Markov random fields

Cites Work

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• ON STATIONARY PROCESSES IN THE PLANE

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