Fast maximum likelihood estimation of very large spatial autoregressive models: A characteristic polynomial approach

Computational Statistics and Data Analysis

Volumn 35, Issue 3, 2001, Pages 301-319

  Smirnov, Oleg ^a   Anselin, Luc ^b  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Characteristic polynomial; Maximum likelihood estimation; Spatial statistics

Indexed keywords

COMPUTER; MAXIMUM LIKELIHOOD ANALYSIS;

ALGORITHMS; COMPUTATIONAL COMPLEXITY; DATA STRUCTURES; MATHEMATICAL MODELS; POLYNOMIALS; REGRESSION ANALYSIS;

CHOLESKY DECOMPOSITIONS; LOG-LIKELIHOOD FUNCTIONS; SPATIAL AUTOREGRESSIVE MODELS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 0034746220     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(00)00018-9     Document Type: Article

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