INLA tilgangen til estimation af SAR modeller

Studenteropgave: Speciale (inkl. HD afgangsprojekt)

  • Claus Høstrup Vestergaard
4. semester, Matematik, Kandidat (Kandidatuddannelse)
The master's thesis principally deals with estimation of a Spatial Auto Regressive (SAR) Model by Integrated Nested Laplace Approximations (INLA). Special
attention is paid to the specification of the spatial weight matrix, which is a key component of the SAR model, and to how the estimates of parameters behave depending on the particular specification.
Udgivelsesdato11 jul. 2014
Antal sider58
Udgivende institutionDepartment of Mathematical Sciences, Aalborg University
ID: 201565009