Asymptotic theory of parameter estimation for Gauss-Markov random fields

Martin Janžura

Kybernetika (1988)

  • Volume: 24, Issue: 3, page 161-176
  • ISSN: 0023-5954

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Janžura, Martin. "Asymptotic theory of parameter estimation for Gauss-Markov random fields." Kybernetika 24.3 (1988): 161-176. <http://eudml.org/doc/28512>.

@article{Janžura1988,
author = {Janžura, Martin},
journal = {Kybernetika},
keywords = {simultaneous estimation of mean and spectral density; Gauss-Markov random field; consistency; asymptotic normality; asymptotic efficiency; empirical covariances; limit characteristic function; Gibbs random fields},
language = {eng},
number = {3},
pages = {161-176},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Asymptotic theory of parameter estimation for Gauss-Markov random fields},
url = {http://eudml.org/doc/28512},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Janžura, Martin
TI - Asymptotic theory of parameter estimation for Gauss-Markov random fields
JO - Kybernetika
PY - 1988
PB - Institute of Information Theory and Automation AS CR
VL - 24
IS - 3
SP - 161
EP - 176
LA - eng
KW - simultaneous estimation of mean and spectral density; Gauss-Markov random field; consistency; asymptotic normality; asymptotic efficiency; empirical covariances; limit characteristic function; Gibbs random fields
UR - http://eudml.org/doc/28512
ER -

References

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  1. R. L. Dobrushin, Gaussian random fields -- Gibbsian point of view, In: Multicomponent Random Systems (R. L. Dobrushin, Ya. G. Sinai, eds.). M. Dekker, New York 1980, 119-151. (1980) Zbl0499.60046MR0599534
  2. N. Dunford, J. T. Schwartz, Linear Operators, I, Interscience, New York 1958. (1958) Zbl0084.10402
  3. J. Hájek, Local asymptotic minimax and admissibility in estimation, Proc. 6th Berkeley Symposium, Vol. I (1970), 175-194. (1970) MR0400513
  4. M. Janžura, Statistical analysis of Gibbs random fields, In: Trans. Tenth Prague Conference, on Inform. Theory, Statist. Dec. Functions, Random Processes. Academia, Prague 1988 (to appear). (1988) MR1136301
  5. H. Künsch, Thermodynamics and statistical analysis of Gaussian random fields, Z. Wahrsch. verw. Gebiete 58 (1981), 407-421. (1981) MR0639149
  6. C. R. Rao, Linear Statistical Inference and its Applications, John Wiley and Sons, New York 1983. (1983) MR0346957
  7. Yu. A. Rozanov, On the Gaussian homogeneous fields with given conditional distributions, Teor. Veroyatnost. i Primenen. 12 (1967), 3, 433-443. In Russian. (1967) MR0221582
  8. E. M. Stein, G. Weiss, Introduction to Fourier Analysis on Euclidean Spaces, Princeton University Press, Princeton, New Jersey 1971. (1971) Zbl0232.42007MR0304972
  9. L. Weiss, J. Wolfowitz, Maximum Probability Estimators and Related Topics, (Lecture Notes in Math. 424.) Springer-Verlag, Berlin--Heidelberg--New York 1974. (1974) Zbl0297.62015MR0359152

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