Density estimation for spatial-temporal models

Liliana Forzani, Ricardo Fraiman and Pamela Llop ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2013, vol. 22, issue 2, 342 pages

Abstract: In this paper a k-nearest neighbor type estimator of the marginal density function for a random field which evolves with time is considered. Considering dependence, the consistency and asymptotic distribution are studied for the stationary and nonstationary cases. In particular, the parametric rate of convergence $\sqrt{T}$ is proven when the random field is stationary. The performance of the estimator is shown by applying our procedure to a real data example. Copyright Sociedad de Estadística e Investigación Operativa 2013

Keywords: Spatio-temporal data; Density estimation; Local times; 91B72; 62G07; 60J55 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s11749-012-0313-3

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