| Title:
|
Asymptotic theory of parameter estimation for Gauss-Markov random fields (English) |
| Author:
|
Janžura, Martin |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
24 |
| Issue:
|
3 |
| Year:
|
1988 |
| Pages:
|
161-176 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F12 |
| MSC:
|
62M10 |
| MSC:
|
62M99 |
| idZBL:
|
Zbl 0655.62094 |
| idMR:
|
MR953686 |
| . |
| Date available:
|
2009-09-24T18:05:47Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125357 |
| . |
| Reference:
|
[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. Zbl 0499.60046, MR 0599534 |
| Reference:
|
[2] N. Dunford, J. T. Schwartz: Linear Operators, I.Interscience, New York 1958. Zbl 0084.10402 |
| Reference:
|
[3] J. Hájek: Local asymptotic minimax and admissibility in estimation.Proc. 6th Berkeley Symposium, Vol. I (1970), 175-194. MR 0400513 |
| Reference:
|
[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). MR 1136301 |
| Reference:
|
[5] H. Künsch: Thermodynamics and statistical analysis of Gaussian random fields.Z. Wahrsch. verw. Gebiete 58 (1981), 407-421. MR 0639149 |
| Reference:
|
[6] C. R. Rao: Linear Statistical Inference and its Applications.John Wiley and Sons, New York 1983. MR 0346957 |
| Reference:
|
[7] Yu. A. Rozanov: On the Gaussian homogeneous fields with given conditional distributions.Teor. Veroyatnost. i Primenen. 12 (1967), 3, 433-443. In Russian. MR 0221582 |
| Reference:
|
[8] E. M. Stein, G. Weiss: Introduction to Fourier Analysis on Euclidean Spaces.Princeton University Press, Princeton, New Jersey 1971. Zbl 0232.42007, MR 0304972 |
| Reference:
|
[9] L. Weiss, J. Wolfowitz: Maximum Probability Estimators and Related Topics.(Lecture Notes in Math. 424.) Springer-Verlag, Berlin--Heidelberg--New York 1974. Zbl 0297.62015, MR 0359152 |
| . |
