Fourier analysis of irregularly spaced data on Rd
Fourier analysis of irregularly spaced data on Rd
复制标题
DOI：
10.1111/j.1467-9868.2008.00685.x
复制
发表时间：
2007-08
期刊：
影响因子：
--
通讯作者：
Y. Matsuda;Yoshihiro Yajima
中科院分区：
文献类型：
--
作者：
Y. Matsuda;Yoshihiro Yajima
摘要本文的目的是提出一种频域方法的不规则间隔的数据路。我们将时间序列周期图的原始定义扩展到不规则间隔数据，并以类似于经典方法的方式定义非参数和参数谱密度估计。混合渐近性是不规则分布数据的渐近性之一，它的引入为谱估计提供了渐近理论。参数估计的渐近结果被认为是规则间隔数据的经典结果到不规则间隔数据的自然推广。还包括实证研究，以说明频域方法与现有的空间和频域方法的比较。
Summary. 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.