Density estimation for spatial linear processes

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	Density estimation for spatial linear processes
	Hallin, M ; Lu, ZD ; Tran, LT
	2001-08-01
发表期刊	BERNOULLI
ISSN	1350-7265
卷号	7 期号:4 页码:657-668
摘要	The problem of estimating the marginal densities of a spatial linear process, observed over a grid of Z(N), is considered. Under general conditions, kernel density estimators computed at any k-tuple of sites are shown to be asymptotically multivariate normal. Their limiting covariance matrix is also computed. Despite the huge development of nonparametric estimation methods in the analysis of time series data, little has so far been done to introduce them into the context of random fields. The generalization is far from trivial since the points of Z(N) do not have a natural ordering when N>1. No mixing conditions are required, but linearity is assumed.
关键词	bandwidth density estimation kernel spatial process
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000170789300007
出版者	INT STATISTICAL INST
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/16253
专题	中国科学院数学与系统科学研究院
通讯作者	Hallin, M
作者单位	1.Free Univ Brussels, ISRO, B-1050 Brussels, Belgium 2.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 3.Indiana Univ, Dept Math, Bloomington, IN 47405 USA
推荐引用方式 GB/T 7714	Hallin, M,Lu, ZD,Tran, LT. Density estimation for spatial linear processes[J]. BERNOULLI,2001,7(4):657-668.
APA	Hallin, M,Lu, ZD,&Tran, LT.(2001).Density estimation for spatial linear processes.BERNOULLI,7(4),657-668.
MLA	Hallin, M,et al."Density estimation for spatial linear processes".BERNOULLI 7.4(2001):657-668.