Autoregressive spatial spectral estimates

DOI10.1016/J.JECONOM.2017.10.006zbMATH Open1386.62028OpenAlexW2242740418MaRDI QIDQ1706446FDOQ1706446

Authors: 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

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zbMATH Keywords

lattice datacentral limit theoremcovariance matrixrandom fieldspatial processHAC estimationspectral density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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Cited In (10)

• NONPARAMETRIC PREDICTION WITH SPATIAL DATA
• On a different way of understanding the edge-effect for the inference of ARMA-type processes (in \(\mathbb{Z}^d\))
• Asymptotic spectral theory for spatial data
• Automatic estimation of spatial spectra via smoothing splines
• On the validity of Akaike's identity for random fields
• Penalized Whittle likelihood for spatial data
• Automatic spectral density estimation for random fields on a lattice via bootstrap
• Consistent autoregressive spectral estimates: nonlinear time series and large autocovariance matrices
• Nonparametric spectrum estimation for spatial data
• Spectral methods for nonstationary spatial processes

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