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Spectral and circulant approximations to the likelihood for stationary Gaussian random fields

โœ Scribed by John T. Kent; Kanti V. Mardia

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
617 KB
Volume
50
Category
Article
ISSN
0378-3758

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Spectral Approximation to the Likelihood
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โœ J.T. Kent; M. Mohammadzadeh ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 163 KB

Intrinsic Gaussian random fields generated by conditional autoregressive models are considered. A spectral approximation to the log-likelihood function of an intrinsic random field was given by Ku nsch. Here a rigorous treatment is given of the comparison between the exact and spectral log-likelihoo