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Biometrika 1975 62(3):555-562; doi:10.1093/biomet/62.3.555
© 1975 by Biometrika Trust
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On the estimation and testing of spatial interaction in Gaussian lattice processes

J. E. BESAG * and P. A. P. MORAN

Department of Computational and Statistical Science, University of Liverpool
Department of Statistics, Australian National University Canberra

Maximum likelihood estimation for rectangular lattice autonormal schemes is discussed. Explicit results for the first-order isotropic scheme are given and compared with those obtained using a simple coding technique. The efficiency of the coding technique in testing for randomness on various types of lattice is assessed.

Key Words: Autoregression • Coding • Gaussian process • Lattice process • Multidimensional time series • Torus process


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