Spatial circulants, with applications
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Publication:2431580
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Cites work
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- A new 5‐arc‐transitive cubic graph
- A note on the asymptotic eigenvalues and eigenvectors of the dispersion matrix of a second-order Stationary Process on a d-dimensional Lattice
- A unifying approach to some old and new theorems on distribution and clustering
- An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance
- Eigenstructures of spatial design matrices
- Gaussian Markov Random Fields
- Matrix Analysis
- Modified Whittle estimation of multilateral models on a lattice
- Moments of skew-normal random vectors and their quadratic forms
- NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
- On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- On the estimation and testing of spatial interaction in Gaussian lattice processes
- Parameter estimation for a stationary process on a d-dimensional lattice
- Rank correlation and product-moment correlation
- Some robust exact results on sample autocorrelations and tests of randomness
- Spatial design matrices and associated quadratic forms: structure and properties
- Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
- The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
- Toeplitz and circulant matrices: a review.
- Triangles with Vertices on Lattice Points
- Variogram fitting by generalized least squares using an explicit formula for the covariance structure
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