Faster maximum likelihood estimation of very large spatial autoregressive models: an extension of the Smirnov–Anselin result

DOI10.1080/00949650410001650126MaRDI QIDQ4832413zbMATH OpenOpenAlexFDO

Authors Daniel A. Griffith

Publication date 4 January 2005

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650410001650126

zbMATH Keywords

auto-Gaussiangeoreferenced dataJacobianmaximum likelihoodnormalizing constantspatial autocorrelationspatial statistics

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Geostatistics (86A32)

Recommendations

• Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
• Performance contest between MLE and GMM for huge spatial autoregressive models
• scientific article; zbMATH DE number 5211506
• Chebyshev approximation of log-determinants of spatial weight matrices
• Estimation of spatial autoregressive models with measurement error for large data sets

Cites work

• Eigenfunction properties and approximations of selected incidence matrices employed in spatial analyses
• Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.

Cited in

(15)

• Sparse spatial autoregressions
• Estimation of spatial autoregressive models with measurement error for large data sets
• Parameter estimation in the spatial auto-logistic model with working independent subblocks
• Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects
• A good approximation of the Gaussian likelihood of simultaneous autoregressive model which yields us an asymptotically efficient estimate of parameters
• Maximum likelihood estimation for spatial models by Markov chain Monte Carlo stochastic approximation
• A matrix exponential spatial specification
• Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
• Least-modules estimates for spatial autoregression coefficients
• Fast cars
• Fitting spatial regressions to large datasets using unilateral approximations
• Approximating Likelihoods for Large Spatial Data Sets
• Sensitivity analysis of SAR estimators: a numerical approximation
• 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.

This page was built for publication: Faster maximum likelihood estimation of very large spatial autoregressive models: an extension of the Smirnov–Anselin result

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4832413)