Autoregressive spatial spectral estimates

DOI10.1016/j.jeconom.2017.10.006zbMath1386.62028OpenAlexW2242740418MaRDI QIDQ1706446

Abhimanyu Gupta

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

zbMATH Keywords

random fieldcovariance matrixcentral limit theoremspectral density estimationlattice dataspatial processHAC estimation

Mathematics Subject Classification ID

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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