Automatic spectral density estimation for random fields on a lattice via bootstrap

• Autores: Jose M. Vidal Sanz
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 18, Nº. 1, 2009, págs. 96-114
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • We consider the nonparametric estimation of spectral densities for second-order 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.