Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models

DOI10.1080/03610929308831013zbMath0800.62570MaRDI QIDQ3137536

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Publication date: 1 November 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831013

Mathematics Subject Classification ID

62M30: Inference from spatial processes

65F40: Numerical computation of determinants

65C99: Probabilistic methods, stochastic differential equations

Related Items

Performance contest between MLE and GMM for huge spatial autoregressive models, Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach., Log-det approximation based on uniformly distributed seeds and its application to Gaussian process regression, Chebyshev approximation of log-determinants of spatial weight matrices, Monte Carlo estimates of the log determinant of large sparse matrices, Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression

Uses Software

• spatial

Cites Work

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• First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Exact maximum likelihood for incomplete data from a correlated gaussian process
• Estimation Methods for Models of Spatial Interaction
• ON STATIONARY PROCESSES IN THE PLANE
• Statistical Inference for Spatial Processes