Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models

DOI10.1016/j.jmva.2006.08.010zbMath1116.62101MaRDI QIDQ996982

Petruţa C. Caragea, Richard L. Smith

Publication date: 19 July 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.08.010

zbMATH Keywords

spatial statistics; computational efficiency; massive data sets; approximate likelihood; autoregressive processes on a lattice; statistical efficiency analysis

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

62F12: Asymptotic properties of parametric estimators

62M30: Inference from spatial processes

62H12: Estimation in multivariate analysis

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

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