Spectral Approximation to the Likelihood for an Intrinsic Gaussian Random Field

J. T. Kent and M. Mohammadzadeh

Journal of Multivariate Analysis, 1999, vol. 70, issue 1, 136-155

Abstract: 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 Künsch. Here a rigorous treatment is given of the comparison between the exact and spectral log-likelihood functions as the domain of observations increases.

Keywords: intrinsic; random; fields; spectral; approximation; conditional; autoregression; Whittle; approximation; trace; class; norm (search for similar items in EconPapers)
Date: 1999
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