Properties of spatial cross-periodograms using fixed-domain asymptotics
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- István Fazekas & Alexey Chuprunov, 2006. "Asymptotic Normality of Kernel Type Density Estimators for Random Fields," Statistical Inference for Stochastic Processes, Springer, vol. 9(2), pages 161-178, July.
- Hao Zhang & Dale L. Zimmerman, 2005. "Towards reconciling two asymptotic frameworks in spatial statistics," Biometrika, Biometrika Trust, vol. 92(4), pages 921-936, December.
- Montserrat Fuentes, 2002. "Spectral methods for nonstationary spatial processes," Biometrika, Biometrika Trust, vol. 89(1), pages 197-210, March.
- Furrer, Reinhard, 2005. "Covariance estimation under spatial dependence," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 366-381, June.
- Jun Zhu & S. Lahiri, 2007. "Bootstrapping the Empirical Distribution Function of a Spatial Process," Statistical Inference for Stochastic Processes, Springer, vol. 10(2), pages 107-145, July.
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Cited by:
- Zhou, Yuzhen & Xiao, Yimin, 2018. "Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 56-72.
- Wu, Wei-Ying & Lim, Chae Young & Xiao, Yimin, 2013. "Tail estimation of the spectral density for a stationary Gaussian random field," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 74-91.
- Guinness, Joseph, 2022. "Nonparametric spectral methods for multivariate spatial and spatial–temporal data," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
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Keywords
60G15 62M15 62M30 Multivariate Gaussian process Infill asymptotics Spectral density Fourier transform Joint cumulant;JEL classification:
Statistics
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