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Details for article 4 of 15 found articles
| Title: |
Estimation and smoothing from incomplete data for a class of lattice processes |
| Author: |
Alonso, F. J. Angulo, J. M. Bueso, M. C. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 25 (1996) nr. 3 pages 667-681 |
| Year: |
1996-03 |
| Contents: |
Multidimensional discrete-parameter processes with factorable covariance structure are of great importance for applications and approximations to certain continuous parameter processes. In practical situations, usually only incomplete data are available, so state-space schemes are normally used for modelling and prediction. In this work we describe maximum-likelihood estimation and smoothing for doubly geometric lattice processes using incomplete data. The procedure proposed is based on an application of the EM algorithm, and is inspired by its use in time-series analysis. Minimum mean-square-error prediction is also described. Extension to more general models is commented on. Some examples using simulated data are provided. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 4 of 15 found articles
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