Nonparametric Spectrum Estimation for SpatialData

Peter M Robinson

STICERD - Econometrics Paper Series from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Abstract: Smoothed nonparametric kernel spectral density estimates areconsidered for stationary data observed on a d-dimensional lattice.The implications for edge effect bias of the choice of kernel andbandwidth are considered. Under some circumstances the bias canbe dominated by the edge effect. We show that this problem can bemitigated by tapering. Some extensions and related issues arediscussed.MSC: 62M30, 62M15 C22

Keywords: nonparametric spectrum estimation; edge effect; tapering. (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Date: 2006-02
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Persistent link: https://EconPapers.repec.org/RePEc:cep:stiecm:498

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