Matches in SemOpenAlex for { <https://semopenalex.org/work/W598994907> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W598994907 abstract "1 Reversibility and Identifiability.- 1.1 Linear Sequences and the Gaussian Property.- 1.2 Reversibility.- 1.3 Identifiability.- 1.4 Minimum and Nonminimum Phase Sequences.- 2 Minimum Phase Estimation.- 2.1 The Minimum Phase Case and the Quasi-Gaussian Likelihood.- 2.2 Consistency.- 2.3 The Asymptotic Distribution.- 3 Homogeneous Gaussian Random Fields.- 3.1 Regular and Singular Fields.- 3.2 An Isometry.- 3.3 L-Fields and L-Markov Fields.- 4 Cumulants, Mixing and Estimation for Gaussian Fields.- 4.1 Moments and Cumulants.- 4.2 Higher Order Spectra.- 4.3 Some Simple Inequalities and Strong Mixing.- 4.4 Strong Mixing for Two-Sided Linear Processes.- 4.5 Mixing and a Central Limit Theorem for Random Fields.- 4.6 Estimation for Stationary Random Fields.- 4.7 Cumulants of Finite Fourier Transforms.- 4.8 Appendix: Two Inequalities.- 5 Prediction for Minimum and Nonminimum Phase Models.- 5.1 Introduction.- 5.2 A First Order Autoregressive Model.- 5.3 Nonminimum Phase Autoregressive Models.- 5.4 A Functional Equation.- 5.5 Entropy.- 5.6 Continuous Time Parameter Processes.- 6 The Fluctuation of the Quasi-Gaussian Likelihood.- 6.1 Initial Remarks.- 6.2 Derivation.- 6.3 The Limiting Process.- 7 Random Fields.- 7.1 Introduction.- 7.2 Markov Fields and Chains.- 7.3 Entropy and a Limit Theorem.- 7.4 Some Illustrations.- 8 Estimation for Possibly Nonminimum Phase Schemes.- 8.1 The Likelihood for Possibly Non-Gaussian Autoregressive Schemes.- 8.2 Asymptotic Normality.- 8.3 Preliminary Comments: Approximate Maximum Likelihood Estimates for Non-Gaussian Nonminimum Phase ARMA Sequences.- 8.4 The Likelihood Function.- 8.5 The Covariance Matrix.- 8.6 Solution of the Approximate Likelihood Equations.- 8.7 Cumulants and Estimation for Autoregressive Schemes.- 8.8 Superefficiency.- Bibliographic Notes.- References.- Notation.- Author Index." @default.
- W598994907 created "2016-06-24" @default.
- W598994907 creator A5081180994 @default.
- W598994907 date "2012-01-24" @default.
- W598994907 modified "2023-09-27" @default.
- W598994907 title "Gaussian and Non-Gaussian Linear Time Series and Random Fields" @default.
- W598994907 hasPublicationYear "2012" @default.
- W598994907 type Work @default.
- W598994907 sameAs 598994907 @default.
- W598994907 citedByCount "38" @default.
- W598994907 countsByYear W5989949072012 @default.
- W598994907 countsByYear W5989949072013 @default.
- W598994907 countsByYear W5989949072014 @default.
- W598994907 countsByYear W5989949072015 @default.
- W598994907 countsByYear W5989949072018 @default.
- W598994907 countsByYear W5989949072019 @default.
- W598994907 countsByYear W5989949072020 @default.
- W598994907 countsByYear W5989949072021 @default.
- W598994907 crossrefType "book" @default.
- W598994907 hasAuthorship W598994907A5081180994 @default.
- W598994907 hasConcept C105795698 @default.
- W598994907 hasConcept C121332964 @default.
- W598994907 hasConcept C122770356 @default.
- W598994907 hasConcept C130402806 @default.
- W598994907 hasConcept C138777275 @default.
- W598994907 hasConcept C159877910 @default.
- W598994907 hasConcept C163716315 @default.
- W598994907 hasConcept C28826006 @default.
- W598994907 hasConcept C33923547 @default.
- W598994907 hasConcept C51267290 @default.
- W598994907 hasConcept C61326573 @default.
- W598994907 hasConcept C62520636 @default.
- W598994907 hasConceptScore W598994907C105795698 @default.
- W598994907 hasConceptScore W598994907C121332964 @default.
- W598994907 hasConceptScore W598994907C122770356 @default.
- W598994907 hasConceptScore W598994907C130402806 @default.
- W598994907 hasConceptScore W598994907C138777275 @default.
- W598994907 hasConceptScore W598994907C159877910 @default.
- W598994907 hasConceptScore W598994907C163716315 @default.
- W598994907 hasConceptScore W598994907C28826006 @default.
- W598994907 hasConceptScore W598994907C33923547 @default.
- W598994907 hasConceptScore W598994907C51267290 @default.
- W598994907 hasConceptScore W598994907C61326573 @default.
- W598994907 hasConceptScore W598994907C62520636 @default.
- W598994907 hasLocation W5989949071 @default.
- W598994907 hasOpenAccess W598994907 @default.
- W598994907 hasPrimaryLocation W5989949071 @default.
- W598994907 hasRelatedWork W1482196458 @default.
- W598994907 hasRelatedWork W1606394611 @default.
- W598994907 hasRelatedWork W1979575715 @default.
- W598994907 hasRelatedWork W1995762559 @default.
- W598994907 hasRelatedWork W2032060178 @default.
- W598994907 hasRelatedWork W2041001113 @default.
- W598994907 hasRelatedWork W2054082247 @default.
- W598994907 hasRelatedWork W2061379943 @default.
- W598994907 hasRelatedWork W2071307652 @default.
- W598994907 hasRelatedWork W2090702019 @default.
- W598994907 hasRelatedWork W2098301339 @default.
- W598994907 hasRelatedWork W2125979918 @default.
- W598994907 hasRelatedWork W2140401552 @default.
- W598994907 hasRelatedWork W2140971281 @default.
- W598994907 hasRelatedWork W2239773003 @default.
- W598994907 hasRelatedWork W2316706700 @default.
- W598994907 hasRelatedWork W2798056406 @default.
- W598994907 hasRelatedWork W3015241628 @default.
- W598994907 hasRelatedWork W3103017793 @default.
- W598994907 hasRelatedWork W2114001875 @default.
- W598994907 isParatext "false" @default.
- W598994907 isRetracted "false" @default.
- W598994907 magId "598994907" @default.
- W598994907 workType "book" @default.