Publication: Automatic spectral density estimation for Random fields on a lattice via bootstrap
Loading...
Identifiers
Publication date
2007-05
Defense date
Authors
Advisors
Tutors
Journal Title
Journal ISSN
Volume Title
Publisher
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.
Description
Corrected version in March 2009
Keywords
Spatial data, Spectral density, Smoothing number, Uniform asymptotic distribution, Bootstrap