Autoregressive spatial spectral estimates
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Publication:1706446
DOI10.1016/j.jeconom.2017.10.006zbMath1386.62028OpenAlexW2242740418MaRDI QIDQ1706446
Publication date: 22 March 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://repository.essex.ac.uk/20706/1/lattice_combined.pdf
random fieldcovariance matrixcentral limit theoremspectral density estimationlattice dataspatial processHAC estimation
Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (5)
Automatic estimation of spatial spectra via smoothing splines ⋮ NONPARAMETRIC PREDICTION WITH SPATIAL DATA ⋮ Asymptotic spectral theory for spatial data ⋮ Penalized Whittle likelihood for spatial data ⋮ On the validity of Akaike's identity for random fields
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