A note on efficient simulation of multidimensional spatial autoregressive processes

DOI10.1080/03610918.2015.1122050MaRDI QIDQ5373876zbMATH OpenOpenAlexFDO

Authors Philipp E. Otto

Publication date 27 October 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2015.1122050

zbMATH Keywords

curse of dimensionalityefficient simulation in \(\mathbf{R}\)matrix-vector productspatial autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(2)

• Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects
• Geoestadística aplicada a series de tiempo autorregresivas: un estudio de simulación

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