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dc.contributor.authorHillier, Granten_US
dc.contributor.authorMartellosio, Federicoen_US
dc.date.accessioned2012-10-16T13:12:28Z-
dc.date.available2012-10-16T13:12:28Z-
dc.date.issued2010en_US
dc.identifier.pidoi:10.1920/wp.cem.2010.0610en_US
dc.identifier.urihttp://hdl.handle.net/10419/64779-
dc.description.abstractThe 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.en_US
dc.language.isoengen_US
dc.publisherCentre for Microdata Methods and Practice (cemmap) Londonen_US
dc.relation.ispartofseriescemmap working paper CWP06/10en_US
dc.subject.jelC12en_US
dc.subject.jelC21en_US
dc.subject.ddc330en_US
dc.subject.keywordcirculant matricesen_US
dc.subject.keywordisotropic spatial processesen_US
dc.subject.keywordMoran correlogramen_US
dc.subject.keywordquadratic formsen_US
dc.subject.keywordspatial design matricesen_US
dc.subject.keywordvariogram GLS fittingen_US
dc.subject.stwStatistischer Testen_US
dc.subject.stw├ľkonometrieen_US
dc.titleSpatial circular matrices, with applicationsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn621243302en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)

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