“…Hence, following the work of Cressie (1991), the CAR model is given by , k = 1, …, K , where K is the number of spatial nodes. Following Brook’s (1964) lemma, the resulting joint density function of T ijk , k = 1, …, K , takes the form
where , B is K × K matrix with B = ( b kk ′ ) and b kk = 0 and is a K × K diagonal matrix with non-zero entries . From the classical CAR theory, it is clear that if the precision matrix is positive definite, then (2.1) is a proper distribution.…”