Fourier analysis of irregularly spaced data on Rd

Yasumasa Matsuda, Yoshihiro Yajima

研究成果: Article査読

40 被引用数 (Scopus)

抄録

The purpose of the paper is to propose a frequency domain approach for irregularly spaced data on Rd. We extend the original definition of a periodogram for time series to that for irregularly spaced data and define non-parametric and parametric spectral density estimators in a way that is similar to the classical approach. Introduction of the mixed asymptotics, which are one of the asymptotics for irregularly spaced data, makes it possible to provide asymptotic theories to the spectral estimators. The asymptotic result for the parametric estimator is regarded as a natural extension of the classical result for regularly spaced data to that for irregularly spaced data. Empirical studies are also included to illustrate the frequency domain approach in comparisons with the existing spatial and frequency domain approaches.

本文言語English
ページ(範囲)191-217
ページ数27
ジャーナルJournal of the Royal Statistical Society. Series B: Statistical Methodology
71
1
DOI
出版ステータスPublished - 2009 1月

ASJC Scopus subject areas

  • 統計学および確率
  • 統計学、確率および不確実性

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