Chebyshev approximation of log-determinants of spatial weight matrices

DOI10.1016/S0167-9473(02)00321-3zbMath1430.62213OpenAlexW1991085742MaRDI QIDQ956825

R. Kelley Pace, James P. Lesage

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00321-3

zbMATH Keywords

spatial statisticssparse matricesmaximum likelihoodlog-determinantsspatial autoregressionChebyshev matrix determinant approximations

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (16)

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Uses Software

• SLEEF

Cites Work

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• Monte Carlo estimates of the log determinant of large sparse matrices
• Eigenfunction properties and approximations of selected incidence matrices employed in spatial analyses
• Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
• Estimation Methods for Models of Spatial Interaction
• The Chebyshev Polynomials of a Matrix
• The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis
• ON STATIONARY PROCESSES IN THE PLANE
• Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.

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