Kernel Estimation of the Spectral Density of Stationary Random Closed Sets

DOI10.1111/J.1467-842X.2004.00310.XzbMATH Open1061.62057OpenAlexW2081881129MaRDI QIDQ4665396FDOQ4665396

Authors Stephan Böhm, Volker Schmidt, Lothar Heinrich

Publication date 11 April 2005

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.2004.00310.x

zbMATH Keywords

spectral densitykernel estimatorasymptotic unbiasednessBoolean modelstationary random setmean-square consistency

Mathematics Subject Classification ID

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

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Cited in

(7)

• On estimating the asymptotic variance of stationary point processes
• Kernels and Multiple Windows for Estimation of the Wigner-Ville Spectrum of Gaussian Locally Stationary Processes
• Large and moderate deviations for kernel-type estimators of the mean density of Boolean models
• Error bounds for kernel density estimator of spectral distribution for Gaussian unitary ensembles
• Estimators of the asymptotic variance of stationary point processes -- a comparison
• Spectral theory for random closed sets and estimating the covariance via frequency space
• Stationary and invariant densities and disintegration kernels

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