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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10016/7344
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| Title: | Automatic spectral density estimation for random fields on a lattice via bootstrap |
| Author(s): | Vidal-Sanz, Jose M. [jvidal] |
| Publisher: | Springer |
| Issued date: | Mar-2007 |
| Citation: | Test, 2009, v. 18, n. 1, pp. 96–114 |
| URI: | http://hdl.handle.net/10016/7344 |
| ISSN: | 1133-0686 (Print)
1863-8260 (Online) |
| DOI: | http://dx.doi.org/10.1007/s11749-007-0059-5 |
| Abstract: | We consider the nonparametric estimation of spectral densities for secondorder stationary random fields on a d-dimensional lattice. We discuss some drawbacks of standard methods and propose modified estimator classes with improved bias convergence rate, emphasizing the use of kernel methods and the choice of an optimal smoothing number.We prove the uniform consistency and study the uniform asymptotic distribution when the optimal smoothing number is estimated from the sampled data. |
| Review: | PeerReviewed |
| Version of: | http://hdl.handle.net/10016/680 |
| Publisher version: | http://dx.doi.org/10.1007/s11749-007-0059-5 |
| Keywords: | Spatial data
Spectral density
Smoothing number
Uniform asymptotic distribution
Bootstrap |
| Rights: | ©Springer |
| Appears in Collections: | Economists Online
DEE - Artículos de Revistas
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