Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models

DOI10.1016/j.jmva.2006.08.010zbMath1116.62101OpenAlexW2141755938MaRDI QIDQ996982

Richard L. Smith, Petruţa C. Caragea

Publication date: 19 July 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.08.010

zbMATH Keywords

spatial statisticscomputational efficiencymassive data setsapproximate likelihoodautoregressive processes on a latticestatistical efficiency analysis

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• ON STATIONARY PROCESSES IN THE PLANE
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