Chebyshev approximation of log-determinants of spatial weight matrices

DOI10.1016/S0167-9473(02)00321-3zbMath1430.62213MaRDI QIDQ956825

James P. Lesage, R. Kelley Pace

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

spatial statistics; sparse matrices; maximum likelihood; log-determinants; spatial autoregression; Chebyshev matrix determinant approximations

Mathematics Subject Classification ID

62M30: Inference from spatial processes

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

Related Items

Performance contest between MLE and GMM for huge spatial autoregressive models, An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice, Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression

Uses Software

• SLEEF

Cites Work

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• The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis
• ON STATIONARY PROCESSES IN THE PLANE
• Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.