Mathematisches Kolloquium

Freitag, 18.05.2018, 14:15 Uhr

Rational spectral density models for lattice data

Rajendra Bhansali (Imperial College London)

Abstract:
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.

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