The INLA approach to estimation of SAR models

Student thesis: Master thesis (including HD thesis)

  • Claus Høstrup Vestergaard
4. term, Mathematics, Master (Master Programme)
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.
Publication date11 Jul 2014
Number of pages58
Publishing institutionDepartment of Mathematical Sciences, Aalborg University
ID: 201565009