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rdf:type
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Description
| - A general version of the maximum pseudolikelihood estimate of parameters within the class of Gauss-Markov random fields is stated in a rigorous way. Its asymptotic properties, namely the consistency, the asymptotic normality, and the relative asymptotic efficiency are studied.Explicit formulas for the asymptotic covariance matrix are given, and a decrease of efficiency is proved. A numerical example is added to show that the efficiency can be improved by enlarging the range of the conditional distribution.
- A general version of the maximum pseudolikelihood estimate of parameters within the class of Gauss-Markov random fields is stated in a rigorous way. Its asymptotic properties, namely the consistency, the asymptotic normality, and the relative asymptotic efficiency are studied.Explicit formulas for the asymptotic covariance matrix are given, and a decrease of efficiency is proved. A numerical example is added to show that the efficiency can be improved by enlarging the range of the conditional distribution. (en)
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Title
| - Relative asymptotic efficiency of the maximum pseudolikelihood estimate for Gauss-Markov random fields.
- Relative asymptotic efficiency of the maximum pseudolikelihood estimate for Gauss-Markov random fields. (en)
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skos:prefLabel
| - Relative asymptotic efficiency of the maximum pseudolikelihood estimate for Gauss-Markov random fields.
- Relative asymptotic efficiency of the maximum pseudolikelihood estimate for Gauss-Markov random fields. (en)
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skos:notation
| - RIV/67985556:_____/02:16020069!RIV/2003/GA0/A16003/N
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http://linked.open.../vavai/riv/strany
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
| - P(GA102/99/1137), P(GA201/99/0269), Z(AV0Z1075907)
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http://linked.open...iv/cisloPeriodika
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/67985556:_____/02:16020069
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - spectral density; Gauss-Markov random fields; maximum pseudolikelihood estimate (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...odStatuVydavatele
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http://linked.open...ontrolniKodProRIV
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http://linked.open...i/riv/nazevZdroje
| - Statistical Inference for Stochastic Processes
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...ocetUcastnikuAkce
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http://linked.open...nichUcastnikuAkce
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...v/svazekPeriodika
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http://linked.open...iv/tvurceVysledku
| - Boček, Pavel
- Janžura, Martin
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http://linked.open...n/vavai/riv/zamer
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issn
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number of pages
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