On the estimation of the spectral density for continuous spatial processes

被引:2
|
作者
Crujeiras, Rosa M. [1 ]
Fernandez-Casal, Ruben [2 ]
机构
[1] Univ Santiago de Compostela 15782, Dept Stat & OR, Santiago De Compostela, Spain
[2] Univ A Coruna, Dept Math, La Coruna, Spain
关键词
spatial spectral density; continuous spatial process; nonparametric estimation; periodogram; edge-effect; tapering; PARAMETER-ESTIMATION;
D O I
10.1080/02331880903270313
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this work, we study the asymptotic properties of smoothed nonparametric kernel spectral density estimators for the spatial spectral density. We consider the case of continuous stationary spatial processes under a shrinking asymptotic framework. Expressions for the bias and the covariance structure are obtained and the implications for the edge effect bias of the choice of the kernel, bandwidth and spacing parameter in the design are also discussed, both for tapered and untapered estimates. Results are illustrated with a simulation study.
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页码:587 / 600
页数:14
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