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Title:Spatial circular matrices, with applications PDF Logo
Authors:Hillier, Grant
Martellosio, Federico
Issue Date:2010
Series/Report no.:cemmap working paper CWP06/10
Abstract:The cumulants of the quadratic forms associated to the so-called spatial design matrices are often needed for inference in the context of isotropic processes on uniform grids. Unfortunately, because the eigenvalues of the matrices involved are generally unknown, the computation of the cumulants may be very demanding if the grids are large. This paper constructs circular counterparts, with known eigenvalues, to the spatial design matrices. It then studies some of their properties, and analyzes their performance in a number of applications.
Subjects:circulant matrices
isotropic spatial processes
Moran correlogram
quadratic forms
spatial design matrices
variogram GLS fitting
JEL:C12
C21
Persistent Identifier of the first edition:doi:10.1920/wp.cem.2010.0610
Document Type:Working Paper
Appears in Collections:cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)

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