An asymptotic theory for spectral analysis of random fields

DOI10.1214/17-EJS1326zbMath1383.62209MaRDI QIDQ1684137

Mohsen Pourahmadi, Soudeep Deb, Wei-Biao Wu

Publication date: 8 December 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1510563632

zbMATH Keywords

time seriesdiscrete Fourier transformcovariance matrixrandom fieldsperiodogramspectral densitynonparametric estimateirregular spaced dataparametric estimate

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

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