Density estimation for spatial linear processes
Hallin, M; Lu, ZD; Tran, LT
Source PublicationBERNOULLI
AbstractThe 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.
Keywordbandwidth density estimation kernel spatial process
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000170789300007
Citation statistics
Document Type期刊论文
Corresponding AuthorHallin, M
Affiliation1.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
Recommended Citation
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.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Hallin, M]'s Articles
[Lu, ZD]'s Articles
[Tran, LT]'s Articles
Baidu academic
Similar articles in Baidu academic
[Hallin, M]'s Articles
[Lu, ZD]'s Articles
[Tran, LT]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Hallin, M]'s Articles
[Lu, ZD]'s Articles
[Tran, LT]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.