Spatial circulants, with applications

Hillier, Grant and Martellosio, Federico (2011) Spatial circulants, with applications. Journal of Statistical Planning and Inference, 141, (7), 2368 -2385. (doi:10.1016/j.jspi.2011.01.023).


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The cumulants of quadratic forms associated to the so-called spatial design matrices are often needed for inference in the context of isotropic processes on uniform grids. Because the eigenvalues of the matrices involved are generally unknown, the computation of the cumulants can be very demanding if the grids are large. This paper first replaces the spatial design matrices with circular counterparts having known eigenvalues. It then studies some of the properties of the approximating matrices, and analyzes their performance in a number of applications to well-known inferential procedures

Item Type: Article
Digital Object Identifier (DOI): doi:10.1016/j.jspi.2011.01.023
Additional Information: Published Online February 2 2011
ISSNs: 0378-3758
Subjects: H Social Sciences > HB Economic Theory
Divisions : University Structure - Pre August 2011 > School of Social Sciences > Economics
ePrint ID: 173377
Accepted Date and Publication Date:
2 February 2011Published
Date Deposited: 07 Feb 2011 12:02
Last Modified: 31 Mar 2016 13:32

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