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Spatial circulants, with applications

Hillier, G and Martellosio, F (2011) Spatial circulants, with applications Journal of Statistical Planning and Inference, 141 (7). pp. 2368-2385.

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The cumulants of quadratic forms associated to the so-called spatial design matrices are often needed for inference in the context of isotropic processes on uniform grids. Because the eigenvalues of the matrices involved are generally unknown, the computation of the cumulants can be very demanding if the grids are large. This paper first replaces the spatial design matrices with circular counterparts having known eigenvalues. It then studies some of the properties of the approximating matrices, and analyzes their performance in a number of applications to well-known inferential procedures. © 2011 Elsevier B.V.

Item Type: Article
Divisions : Surrey research (other units)
Authors :
Hillier, G
Date : July 2011
DOI : 10.1016/j.jspi.2011.01.023
Depositing User : Symplectic Elements
Date Deposited : 16 May 2017 15:13
Last Modified : 24 Jan 2020 14:09

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