FITTING SPATIAL CORRELATION MODELS: APPROXIMATING A LIKELIHOOD APPROXIMATION

DOI10.1111/J.1467-842X.1992.TB01065.XMaRDI QIDQ4696453zbMATH OpenFDO

Authors H. T. Kiiveri

Publication date 29 June 1993

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1467-842X.1992.TB01065.X

zbMATH Keywords

accuracy of the approximationconditional autoregressivedirect covariance modelsdiscrete Fourier transformsfinite rectangular latticeFisher scoring type algorithmFourier coefficientsiteratively reweighted least squareslikelihood approximationlinear transformationsmoving averagesimultaneous autoregressivespatial ARMA modelsspatial correlation modelsspectral densitystationary Gaussian processestrapezoidal ruleunbiased two-dimensional periodogram

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from spatial processes (62M30)

Recommendations

• An approximate likelihood function of spatial correlation parameters
• A spectral approach to estimation and smoothing of continuous spatial processes
• Approximating Likelihoods for Large Spatial Data Sets
• scientific article; zbMATH DE number 125305
• Maximum likelihood estimation of models for residual covariance in spatial regression

Cited in

(12)

• Spectral estimation of a structural thin-plate smoothing model
• A spectral approach to estimation and smoothing of continuous spatial processes
• Likelihood approximation with hierarchical matrices for large spatial datasets
• Modified Whittle estimation of multilateral models on a lattice
• A good approximation of the Gaussian likelihood of simultaneous autoregressive model which yields us an asymptotically efficient estimate of parameters
• Spatial correlation robust inference with errors in location or distance
• An approximate likelihood function of spatial correlation parameters
• Likelihood approximations for big nonstationary spatial temporal lattice data
• COVARIANCE MODELS FOR LATTICE DATA
• On polynomial expansions for likelihoods of spatial data with finite range correlation function
• scientific article; zbMATH DE number 5211506 (Why is no real title available?)
• Distribution of Increases in Residual Log Likelihood for Nested Spatial Models

This page was built for publication: FITTING SPATIAL CORRELATION MODELS: APPROXIMATING A LIKELIHOOD APPROXIMATION

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4696453)