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dc.contributor.author | Porcu, Emilio |
dc.contributor.author | Crujeiras Casais, Rosa María |
dc.contributor.author | Mateu, Jorge |
dc.contributor.author | González Manteiga, Wenceslao |
dc.date.accessioned | 2019-04-09T07:58:00Z |
dc.date.available | 2019-04-09T07:58:00Z |
dc.date.issued | 2009 |
dc.identifier.citation | Porcu, E., Crujeiras, R., Mateu, J., & Gonzalez-Manteiga, W. (2009). On the Second Order Properties of the Multidimensional Periodogram for Regularly Spaced Data. Theory Of Probability & Its Applications, 53(2), 349-356. doi: 10.1137/s0040585x97983663 |
dc.identifier.issn | 0040-585X |
dc.identifier.uri | http://hdl.handle.net/10347/18564 |
dc.description.abstract | Recently there is growing interest in improving the level of knowledge of spatial and spatio-temporal processes using spectral techniques. The properties of the estimator of the spectral density, the periodogram, have been broadly studied under different asymptotic assumptions that imply a valuable loss of information about the behavior of the underlying process that is often observed on a grid of small size and with sparse data. In this scheme, neither increasing domain nor shrinking asymptotics applies. The goal of this paper is to study the properties of the multidimensional periodogram, under both cases of tapering and no tapering, and the assumption of finite dimensionality of the regular lattice where the process is observed. We present some theoretical results regarding the second order properties of the multidimensional periodogram. Furthermore, we show that, independent of the tapering procedure, periodogram values present a dependence structure which is not stationary and which particularly depends on weights which are proportional to the Bartlett kernel or the chosen taper |
dc.description.sponsorship | This work was supported by the Spanish Ministry of Science and Education project MTM2005-0020 and grants MTM2004-06231 and BES2003-0581, and by Xunta de Galicia projects PGIDIT06PXIB207009PR and PGIDIT03PXIC20702PN |
dc.language.iso | eng |
dc.publisher | Society for Industrial and Applied Mathematics (SIAM) |
dc.rights | © 2009 Society for Industrial and Applied Mathematics |
dc.subject | Periodogram |
dc.subject | Regular lattice data |
dc.subject | Spatial and spatio-temporal data |
dc.subject | Spectral density |
dc.subject | Tapering |
dc.title | On the second order properties of the multidimensional periodogram for regularly spaced data |
dc.type | journal article |
dc.identifier.doi | 10.1137/S0040585X97983663 |
dc.relation.publisherversion | http://dx.doi.org/10.1137/S0040585X97983663 |
dc.type.hasVersion | VoR |
dc.identifier.essn | 1095-7219 |
dc.rights.accessRights | open access |
dc.contributor.affiliation | Universidade de Santiago de Compostela. Departamento de Estatística, Análise Matemática e Optimización |
dc.description.peerreviewed | SI |
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