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Volumn 50, Issue 3, 1996, Pages 379-394

Spectral and circulant approximations to the likelihood for stationary Gaussian random fields

Author keywords

Circulant matrix; Maximum likelihood; Spectral density; Trace class norm; Whittle approximation

Indexed keywords


EID: 0030584612     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-3758(95)00065-8     Document Type: Article
Times cited : (20)

References (13)
  • 2
    • 0001178272 scopus 로고
    • Edge effects and efficient parameter estimation for stationary random fields
    • Dahlhaus, R. and H. Künsch (1987). Edge effects and efficient parameter estimation for stationary random fields. Biometrika 74, 877-882.
    • (1987) Biometrika , vol.74 , pp. 877-882
    • Dahlhaus, R.1    Künsch, H.2
  • 6
    • 0002803975 scopus 로고
    • Parameter estimation for a stationary process on a d-dimensional lattice
    • Guyon, X. (1982). Parameter estimation for a stationary process on a d-dimensional lattice. Biometrika 69, 95-105.
    • (1982) Biometrika , vol.69 , pp. 95-105
    • Guyon, X.1
  • 8
    • 0002085132 scopus 로고
    • Maximum likelihood estimation for spatial models
    • D.A. Griffith, Ed., Michigan Document Services, Ann Arbor, Michigan
    • Mardia, K.V. (1990). Maximum likelihood estimation for spatial models. In: D.A. Griffith, Ed., Spatial Statistics: Past, Present, and Future, Michigan Document Services, Ann Arbor, Michigan, 203-253.
    • (1990) Spatial Statistics: Past, Present, and Future , pp. 203-253
    • Mardia, K.V.1
  • 9
    • 0001196683 scopus 로고
    • Maximum likelihood estimation of models for residual covariance in spatial regression
    • Mardia, K.V. and R.J. Marshall (1984). Maximum likelihood estimation of models for residual covariance in spatial regression. Biometrika 71, 135-146.
    • (1984) Biometrika , vol.71 , pp. 135-146
    • Mardia, K.V.1    Marshall, R.J.2
  • 10
    • 0022730235 scopus 로고
    • A note on the asymptotic eigenvalues and eigenvectors of the dispersion matrix of a second-order stationary process on a d-dimensional lattice
    • Martin, R.J. (1986). A note on the asymptotic eigenvalues and eigenvectors of the dispersion matrix of a second-order stationary process on a d-dimensional lattice. J. Appl. Probab. 23, 529-535.
    • (1986) J. Appl. Probab. , vol.23 , pp. 529-535
    • Martin, R.J.1
  • 12
    • 0001760833 scopus 로고
    • On stationary processes in the plane
    • Whittle, P. (1954). On stationary processes in the plane. Biometrika 41, 434-449.
    • (1954) Biometrika , vol.41 , pp. 434-449
    • Whittle, P.1
  • 13
    • 0002358285 scopus 로고
    • Tauberian theorems
    • Wiener, N. (1932). Tauberian theorems. Ann. of Math. (2) 33, 1-100.
    • (1932) Ann. of Math. , vol.2 , Issue.33 , pp. 1-100
    • Wiener, N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.