Publication: Automatic spectral density estimation for Random fields on a lattice via bootstrap
dc.affiliation.dpto | UC3M. Departamento de EconomÃa de la Empresa | es |
dc.contributor.author | Vidal-Sanz, Jose M. | |
dc.contributor.editor | Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa | |
dc.date.accessioned | 2007-04-02T10:58:28Z | |
dc.date.accessioned | 2009-04-01T11:01:21Z | |
dc.date.available | 2007-04-02T10:58:28Z | |
dc.date.available | 2009-04-01T11:01:21Z | |
dc.date.issued | 2007-05 | |
dc.description | Corrected version in March 2009 | |
dc.description.abstract | This paper considers the nonparametric estimation of spectral densities for second order stationary random fields on a d-dimensional lattice. I 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. I prove uniform consistency and study the uniform asymptotic distribution, when the optimal smoothing number is estimated from the sampled data. | |
dc.format.mimetype | application/octet-stream | |
dc.format.mimetype | application/octet-stream | |
dc.format.mimetype | application/octet-stream | |
dc.format.mimetype | text/plain | |
dc.format.mimetype | application/pdf | |
dc.identifier.repec | wb072606 | |
dc.identifier.uri | https://hdl.handle.net/10016/680 | |
dc.language.iso | eng | |
dc.language.iso | eng | |
dc.relation.hasversion | http://hdl.handle.net/10016/7344 | |
dc.relation.ispartofseries | UC3M Working papers. Business Economics | |
dc.relation.ispartofseries | 07-06 | |
dc.rights | Atribución-NoComercial-SinDerivadas 3.0 España | |
dc.rights.accessRights | open access | |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | |
dc.subject.eciencia | Empresa | |
dc.subject.other | Spatial data | |
dc.subject.other | Spectral density | |
dc.subject.other | Smoothing number | |
dc.subject.other | Uniform asymptotic distribution | |
dc.subject.other | Bootstrap | |
dc.title | Automatic spectral density estimation for Random fields on a lattice via bootstrap | |
dc.type | working paper | * |
dspace.entity.type | Publication |
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