Efficient models for correlated data via convolutions of intrinsic processes

Statistical Modelling

Volumn 5, Issue 1, 2005, Pages 53-74

  Lee, Herbert K H ^a   Higdon, Dave M ^b   Calder, Catherine A ^c   Holloman, Christopher H ^d  

^a University of California Santa Cruz   (United States)

^b LOS ALAMOS NATIONAL LABORATORY   (United States)

^c OHIO STATE UNIVERSITY   (United States)

^d JP Morgan Chase   (United States)

Author keywords

Conditional autoregression; Inverse problem; Moving average; Nonstationarity; Spatial correlation

Indexed keywords

EID: 17444426059     PISSN: 1471082X     EISSN: 14770342     Source Type: Journal    
DOI: 10.1191/1471082X05st085oa     Document Type: Article

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