Spectral Approximation to the Likelihood for an Intrinsic Gaussian Random Field

✍ Scribed by J.T. Kent; M. Mohammadzadeh

• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 163 KB
• Volume: 70
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.1999.1818

✦ Synopsis

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-likelihood functions as the domain of observations increases.