Nonparametric Spectrum Estimation for SpatialData

Smoothed nonparametric kernel spectral density estimates areconsidered for stationary data observed on a d-dimensional lattice.The implications for edge effect bias of the choice of kernel andbandwidth are considered. Under some circumstances the bias canbe dominated by the edge effect. We show that this problem can bemitigated by tapering. Some extensions and related issues arediscussed.MSC: 62M30, 62M15 C22

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Year of publication:	2006-02
Authors:	Robinson, Peter M
Institutions:	Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
Subject:	nonparametric spectrum estimation \| edge effect \| tapering

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Extent:	application/pdf
Series:	STICERD - Econometrics Paper Series.
Type of publication:	Book / Working Paper
Language:	English
Classification:	C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005797527