Penalized Whittle likelihood for spatial data

DOI10.1016/J.JMVA.2023.105156MaRDI QIDQ2692930zbMATH OpenOpenAlexFDO

Authors Kun Chen, Ngai Hang Chan, Chun Yip Yau, Jie Hu

Publication date 17 March 2023

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2023.105156

zbMATH Keywords

adaptive smoothingfrequency domainregularizationspatial lattice dataspatial periodogram

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Directional data; spatial statistics (62H11)

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Cites work

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• Central limit theorems for weighted sums of a spatial process under a class of stochastic and fixed designs
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• Fourier analysis of irregularly spaced data on R^d
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• Tail estimation of the spectral density for a stationary Gaussian random field
• Testing for spatial isotropy under general designs

Cited in

(8)

• Local Whittle likelihood estimators and tests for spatial lattice data
• Penalized pseudolikelihood inference in spatial interaction models with covariates
• Nonstationary spatial modeling using penalized likelihood
• Estimating spatial covariance using penalised likelihood with weightedL₁penalty
• Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood
• Penalized multivariate Whittle likelihood for power spectrum estimation
• Penalty and related estimation strategies in the spatial error model
• Penalized quasi-likelihood with spatially correlated data

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