CENTRE FOR MEDICAL STATISTICS
SEMINAR SERIES on BIOSTATISTICS 2001/2002
NO 1: Wednesday, November 14th, 2001, at 2:30 pm
"Estimation for spatial and spatio-temporal models"
by
Dr Qiwei Yao
Reader in Statistics
London School of Economics
We examine the Gaussian maximum likelihood estimation method for general
spatial processes. By employing the innovation
algorithm for prewhitening, the computation of the MLE is equivalent to
that for time series data, therefore can be easily
implemented with an average PC. For a causal and invertible spatial ARMA
model with finite second moment, a modified MLE,
which confines the edge effect, is asymptotically normal and unbiased
with asymptotic variance depending on the autocorrelation
function only, i.e. the estimator is asymptotically distribution-free.
This is an analogue of Hannan's classic result for time series in the
context of spatial processes (Hannan 1973, JAP, p130-145).
Motivated by modelling a certain class of biological population data, we
propose a spatio-temporal model for modelling the data
recorded regularly in time and irregularly over space.
All welcome!!
Venue:
Room 2.22, Third Floor
MacKay Building
Keele University
http://www.keele.ac.uk
http://www.keele.ac.uk/depts/ma/seminars/medstats.html
http://www.keele.ac.uk/university/campus/maps/
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Janet Drewery
Centre for Medical Statistics
MacKay Building
Keele University
Keele, Staffs ST5 5BG
Tel: (01782) 583269
Fax: (01782) 583269/584268
E-mail: [log in to unmask]
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