Properties of spatial cross-periodograms using fixed-domain asymptotics

DOI10.1016/j.jmva.2008.02.005zbMath1149.62077OpenAlexW2032051870MaRDI QIDQ953857

Chae Young Lim, Michael L. Stein

Publication date: 6 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.005

zbMATH Keywords

Fourier transformspectral densityinfill asymptoticsmultivariate Gaussian processjoint cumulant

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Related Items

Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram ⋮ Spatial regression with non-parametric modeling of Fourier coefficients ⋮ Tail estimation of the spectral density for a stationary Gaussian random field ⋮ Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling ⋮ Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes ⋮ Nonparametric spectral methods for multivariate spatial and spatial-temporal data ⋮ Cross-covariance functions for multivariate geostatistics

Uses Software

• spatial

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic normality of kernel type density estimators for random fields
• Bootstrapping the empirical distribution function of a spatial process
• Interpolation of spatial data. Some theory for kriging
• Asymptotic distribution of the empirical spatial cumulative distribution function predictor and prediction bands based on a subsampling method
• Maximum likelihood estimation of parameters under a spatial sampling scheme
• Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
• On the nonparametric estimation of covariance functions
• Covariance estimation under spatial dependence
• Central limit theorems for sequences of multiple stochastic integrals
• Fixed-Domain Asymptotics for Spatial Periodograms
• Spatial Statistics: Developments 1980-3, Correspondent Paper
• On a Method of Calculation of Semi-Invariants
• Towards reconciling two asymptotic frameworks in spatial statistics
• Parameter estimation for a stationary process on a d-dimensional lattice
• Spectral methods for nonstationary spatial processes
• ON STATIONARY PROCESSES IN THE PLANE