A note on efficient simulation of multidimensional spatial autoregressive processes

DOI10.1080/03610918.2015.1122050zbMath1376.65008OpenAlexW2564643447MaRDI QIDQ5373876

Philipp E. Otto

Publication date: 27 October 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1122050

zbMATH Keywords

curse of dimensionalitymatrix-vector productspatial autoregressive modelefficient simulation in \(\mathbf{R}\)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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