Friday, May 18, 2018, 2:15pm
Rational spectral density models for lattice data
Rajendra Bhansali (Imperial College London)
Conditional autoregressive, CAR, models, possibly with an additive noise, unilateral ARMA models and directly specified correlation, DC, models are widely used classes of spatial models. A generalization to all these models and which possesses a rational spectral density function is proposed. The generalized model admits a wider
range of correlation behaviour and can provide an adequate fit to the data with fewer parameters. Some theoretical properties are presented and comparisons made with CAR correlations. Some methods for estimation are discussed and fits to some real data are compared.
Dedicated to the memory of J. E. Besag, 1945-2010.
Wir laden herzlich alle Interessierten zu diesem Vortrag ein.
Ort: Hörsaal V Hauptgebäude, Templergraben 55, 52062 Aachen