Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
type: Item
instance of: scholarly article
title: Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
zbMATH Open document ID: 0881.62099
DOI: 10.1016/0378-3758(95)00065-8
author: John T. Kent
author: Kanti V. Mardia
published in: Journal of Statistical Planning and Inference
publication date: 1998-02-08T00:00:00Z
Mathematics Subject Classification ID: 62M40
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 906637
zbMATH Keywords: spectral density
zbMATH Keywords: circulant matrix
zbMATH Keywords: trace class norm
zbMATH Keywords: Whittle approximation
zbMATH Keywords: maximum likelihood estimates
MaRDI profile type: Publication
full work available at URL: 0378-3758(95)00065-8
OpenAlex ID: W1995233588
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cites work: Maximum likelihood estimation of models for residual covariance in spatial regression
cites work: A note on the asymptotic eigenvalues and eigenvectors of the dispersion matrix of a second-order Stationary Process on a d-dimensional Lattice
cites work: An elementary proof of a fundamental theorem in the theory of Banach algebras
cites work: ON STATIONARY PROCESSES IN THE PLANE
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description: scientific article; zbMATH DE number 906637