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Spatial circulants, with applications

Record type: Article

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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Citation

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).

More information

Published date: 2 February 2011
Additional Information: Published Online February 2 2011
Organisations: Economics

Identifiers

Local EPrints ID: 173377
URI: http://eprints.soton.ac.uk/id/eprint/173377
ISSN: 0378-3758
PURE UUID: 2cfcc16f-6b5d-4d01-b5b7-1b08cd4a3946

Catalogue record

Date deposited: 07 Feb 2011 12:02
Last modified: 18 Jul 2017 12:13

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Contributors

Author: Grant Hillier
Author: Federico Martellosio

University divisions

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