On the covariance properties of certain multiscale spatial processes

Mary M. Louie and Eric D. Kolaczyk

Statistics & Probability Letters, 2004, vol. 66, issue 4, 407-416

Abstract: We consider the class of multiscale spatial process models introduced by Kolaczyk and Huang Geographical Analysis 33, (2001) 95-118. Recursive expressions are provided for the spatial covariance matrices generally, and a particularly simple closed-form expression is found to obtain for the corresponding eigenvalues for a sub-class of these processes.

Keywords: Hierarchical; Likelihood; factorization; Recursive; partitioning; Wavelets (search for similar items in EconPapers)
Date: 2004
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