RT Journal Article
T1 On the second order properties of the multidimensional periodogram for regularly spaced data
A1 Porcu, Emilio
A1 Crujeiras Casais, Rosa María
A1 Mateu, Jorge
A1 González Manteiga, Wenceslao
K1 Periodogram
K1 Regular lattice data
K1 Spatial and spatio-temporal data
K1 Spectral density
K1 Tapering
AB Recently there is growing interest in improving the level of knowledge of spatial and spatio-temporal processes using spectral techniques. The properties of the estimator of the spectral density, the periodogram, have been broadly studied under different asymptotic assumptions that imply a valuable loss of information about the behavior of the underlying process that is often observed on a grid of small size and with sparse data. In this scheme, neither increasing domain nor shrinking asymptotics applies. The goal of this paper is to study the properties of the multidimensional periodogram, under both cases of tapering and no tapering, and the assumption of finite dimensionality of the regular lattice where the process is observed. We present some theoretical results regarding the second order properties of the multidimensional periodogram. Furthermore, we show that, independent of the tapering procedure, periodogram values present a dependence structure which is not stationary and which particularly depends on weights which are proportional to the Bartlett kernel or the chosen taper
PB Society for Industrial and Applied Mathematics (SIAM)
SN 0040-585X
YR 2009
FD 2009
LK http://hdl.handle.net/10347/18564
UL http://hdl.handle.net/10347/18564
LA eng
NO Porcu, E., Crujeiras, R., Mateu, J., & Gonzalez-Manteiga, W. (2009). On the Second Order Properties of the Multidimensional Periodogram for Regularly Spaced Data. Theory Of Probability & Its Applications, 53(2), 349-356. doi: 10.1137/s0040585x97983663
NO This work was supported by the Spanish Ministry of Science and Education project MTM2005-0020 and grants MTM2004-06231 and BES2003-0581, and by Xunta de Galicia projects PGIDIT06PXIB207009PR and PGIDIT03PXIC20702PN
DS Minerva
RD 25 abr 2026