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Spectral Approximation to the Likelihood for an Intrinsic Gaussian Random Field

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  • Kent, J. T.
  • Mohammadzadeh, M.

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.

Suggested Citation

  • Kent, J. T. & Mohammadzadeh, M., 1999. "Spectral Approximation to the Likelihood for an Intrinsic Gaussian Random Field," Journal of Multivariate Analysis, Elsevier, vol. 70(1), pages 136-155, July.
    • Handle: RePEc:eee:jmvana:v:70:y:1999:i:1:p:136-155
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    Cited by:

    1. Iranpanah, N. & Mohammadzadeh, M. & Taylor, C.C., 2011. "A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 578-587, January.

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