Robinson, Peter (2007) Nonparametric spectrum estimation for spatial data. Journal of statistical planning and inference, 137 (3). pp. 1024-1034. ISSN 0378-3758
Smoothed nonparametric kernel spectral density estimates are considered for stationary data observed on a d-dimensional lattice. The implications for edge effect bias of the choice of kernel and bandwidth are considered. Under some circumstances the bias can be dominated by the edge effect. We show that this problem can be mitigated by tapering. Some extensions and related issues are discussed.
|Additional Information:||© 2006 Published by Elsevier B.V.|
|Uncontrolled Keywords:||nonparametric spectrum estimation, edge effect, tapering|
|Library of Congress subject classification:||Q Science > QA Mathematics|
|Sets:||Departments > Economics|
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