Density estimation for spatial linear processes
文献类型：期刊论文
| 作者 | Hallin, M; Lu, ZD; Tran, LT |
| 刊名 | BERNOULLI
 |
| 出版日期 | 2001-08-01 |
| 卷号 | 7期号:4页码:657-668 |
| 关键词 | bandwidth density estimation kernel spatial process |
| ISSN号 | 1350-7265 |
| 英文摘要 | The 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000170789300007 |
| 出版者 | INT STATISTICAL INST |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16252]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Hallin, M |
| 作者单位 | 1.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 |
| 推荐引用方式 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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