Properties of spatial cross-periodograms using fixed-domain asymptotics

DOI10.1016/J.JMVA.2008.02.005MaRDI QIDQ953857zbMATH OpenOpenAlexFDO

Authors C. Y. 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

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

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Cited in

(9)

• Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling
• Cross-spectral properties of a spatial point-lattice process
• Tail estimation of the spectral density for a stationary Gaussian random field
• Joint asymptotics for estimating the fractal indices of bivariate Gaussian processes
• On the second order properties of the multidimensional periodogram for regularly spaced data
• Nonparametric spectral methods for multivariate spatial and spatial-temporal data
• Spatial regression with non-parametric modeling of Fourier coefficients
• Minimum contrast parameter estimation for fractal random fields based on the wavelet periodogram
• Cross-covariance functions for multivariate geostatistics

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Uses Software

• spatial

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