RT Generic
T1 Automatic spectral density estimation for Random fields on a lattice via bootstrap
A1 Vidal-Sanz, Jose M.
A2 Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, 
AB 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.
YR 2007
FD 2007-05
LK https://hdl.handle.net/10016/680
UL https://hdl.handle.net/10016/680
LA eng
LA eng
NO Corrected version in March 2009
DS e-Archivo
RD 29 may. 2024