Relative Asymptotic Efficiency of the Maximum Pseudolikelihood Estimate for Gauss–Markov Random Fields
| Year of publication: |
2002
|
|---|---|
| Authors: | Janžura, Martin ; Boček, Pavel |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 5.2002, 2, p. 179-197
|
| Publisher: |
Springer |
| Subject: | spectral density | Gauss–Markov random fields | maximum pseudolikelihood estimate | asymptotic efficiency |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616022