Semiparametric Estimation of Spectral Density With Irregular Observations

DOI10.1198/016214507000000220MaRDI QIDQ5307674zbMATH OpenOpenAlexWikidataFDO

Authors Hae Kyung Im, Michael L. Stein, Zhengyuan Zhu

Publication date 18 September 2007

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214507000000220

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(22)

• A spectral method for estimating parameters in rainfall models
• On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions
• Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve
• A general frequency domain method for assessing spatial covariance structures
• A frequency domain empirical likelihood method for irregularly spaced spatial data
• Estimation of systematic and spatially correlated components of random signals from repeated measurements: application to contrast enhanced computer tomography measurements
• A Bayesian approach to spatial prediction with flexible variogram models
• Nonparametric estimation of spatial and space-time covariance function
• Isotropic variogram matrix functions on spheres
• Impact of missing data on the prediction of random fields
• Prediction of random fields with incomplete quarter-plane past
• A comparison of sampling grids, cut-off distance and type of residuals in parametric variogram estimation
• Spectral estimation of the Lévy density in partially observed affine models
• Nonparametric estimation of isotropic covariance function
• On semiparametric inference for periodically modulated density functions
• Semiparametric estimation of cross‐covariance functions for multivariate random fields
• Fast adaptive Fourier integration for spectral densities of Gaussian processes
• Default priors for the smoothness parameter in Gaussian Matérn random fields
• A nonuniform fast Hankel transform
• Estimating the smoothness of a Gaussian random field from irregularly spaced data via higher-order quadratic variations
• Data-driven neighborhood selection of a Gaussian field
• Adaptive estimation of stationary Gaussian fields

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