Automatic spectral density estimation for Random fields on a lattice via bootstrap
DEE - Working Papers. Business Economics. WB from Universidad Carlos III de Madrid. Departamento de Economía de la Empresa
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.
Keywords: Spatial; data; Spectral; density; Smoothing; number; Uniform; asymptotic; distribution; Bootstrap (search for similar items in EconPapers)
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Journal Article: Automatic spectral density estimation for random fields on a lattice via bootstrap (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wbrepe:wb072606
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