Nonparametric spectrum estimation for spatial data
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Publication:866644
DOI10.1016/J.JSPI.2006.06.021zbMATH Open1104.62036OpenAlexW2273102094MaRDI QIDQ866644FDOQ866644
Authors: Peter M. Robinson
Publication date: 14 February 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/4543/
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Density estimation (62G07) Inference from spatial processes (62M30) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
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- Parameter estimation for a stationary process on a d-dimensional lattice
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- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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- Modified Whittle estimation of multilateral models on a lattice
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- On Consistent Estimates of the Spectrum of a Stationary Time Series
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- On flat-top kernel spectral density estimators for homogeneous random fields
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Cited In (23)
- NONPARAMETRIC PREDICTION WITH SPATIAL DATA
- Geostatistical Analysis Through Spectral Techniques: Some Words of Caution
- Spatial dependence estimation using FFT of biased covariances
- A spectral method for spatial downscaling
- Asymptotic spectral theory for spatial data
- Title not available (Why is that?)
- Exploring spectral density estimation for spatial linear process with mixing innovations
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
- Automatic estimation of spatial spectra via smoothing splines
- On the second order properties of the multidimensional periodogram for regularly spaced data
- Edge effects and efficient parameter estimation for stationary random fields
- Statistical inference on regression with spatial dependence
- On the estimation of the spectral density for continuous spatial processes
- Parameter Estimation of Self-Similar Spatial Covariogram Models
- Automatic spectral density estimation for random fields on a lattice via bootstrap
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
- Goodness-of-fit tests for the spatial spectral density
- Autoregressive spatial spectral estimates
- Spatial long memory
- Spectral methods for nonstationary spatial processes
- Long-run variance estimation for spatial data under change-point alternatives
- Outlier–robust spectral estimation for spatial lattice processes
- Robust estimation under error cross section dependence
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