Automatic Spectral Density Estimation for Random Fields on a Lattice Via Bootstrap Articles uri icon

published in

publication date

  • May 2009

start page

  • 96

end page

  • 114

issue

  • 1

volume

  • 18

International Standard Serial Number (ISSN)

  • 1133-0686

Electronic International Standard Serial Number (EISSN)

  • 1863-8260

abstract

  • We consider the nonparametric estimation of spectral densities for secondorder stationary random fields on a d-dimensional lattice. We discuss some drawbacks of standard methods and propose modified estimator classes with improved bias convergence rate, emphasizing the use of kernel methods and the choice of an optimal smoothing number.We prove the uniform consistency and study the uniform asymptotic distribution when the optimal smoothing number is estimated from the sampled data.