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Exact maximum likelihood for incomplete data from a correlated gaussian process

Communication in Statistics- Theory and MethodsPublished 1 January 1984
R. J. Martin
Citations60
SJR quartileQ3
SJR score0.46
SNIP1.02

Abstract

Abstract In many situations in which a variable is measured at locations in time or space the observed data can be regarded as incomplete, the missing data sites perhaps completing a regular pattern such as a rectangular grid. In this paper general methods not dependent on the sequential nature of time are considered for estimating the parameters of Gaussian processes. An example is given. Keywords: interpolationmissing valuesspatial process

Keywords

MathematicsDecision Sciences