Spatial circulants, with applications
Spatial circulants, with applications
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
2368 -2385
Hillier, Grant
3423bd61-c35f-497e-87a3-6a5fca73a2a1
Martellosio, Federico
4fa40068-a4be-4f23-be6f-83cbdc33685b
2 February 2011
Hillier, Grant
3423bd61-c35f-497e-87a3-6a5fca73a2a1
Martellosio, Federico
4fa40068-a4be-4f23-be6f-83cbdc33685b
Hillier, Grant and Martellosio, Federico
(2011)
Spatial circulants, with applications.
Journal of Statistical Planning and Inference, 141 (7), .
(doi:10.1016/j.jspi.2011.01.023).
Abstract
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
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Published date: 2 February 2011
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Published Online February 2 2011
Organisations:
Economics
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Local EPrints ID: 173377
URI: http://eprints.soton.ac.uk/id/eprint/173377
ISSN: 0378-3758
PURE UUID: 2cfcc16f-6b5d-4d01-b5b7-1b08cd4a3946
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Date deposited: 07 Feb 2011 12:02
Last modified: 14 Mar 2024 02:36
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Author:
Federico Martellosio
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