書誌事項
- タイトル別名
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- Fourier Analysis of Irregularly Spaced Data on Rd
- トクシュウ ジクウカン トウケイ 2 フトウ カンカク ジクウカン データ ニ タイスル フーリエ カイセキ
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The purpose of this paper is to propose a frequency domain approach for irregularly spaced data on Rd. We extend the original definition of the periodogram for time series to that for irregularly spaced data and define nonparametric and parametric spectral density estimators in a way similar to the classical approach. Introduction of the mixed asymptotics employed in Hall and Patil (1994) makes it possible to provide asymptotic theories to the spectral estimators. The asymptotic result for the parametric one is regarded as a natural extension of the classical result for regularly spaced data obtained by Dunsmuir (1979) and Dahlhaus and Künsch (1987) to that for irregularly spaced data. Empirical studies are also included to illustrate the frequency domain approach.
収録刊行物
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- 応用統計学
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応用統計学 36 (1), 1-14, 2007
応用統計学会
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詳細情報 詳細情報について
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- CRID
- 1390282679418510080
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- NII論文ID
- 10019540786
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- NII書誌ID
- AN00330942
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- ISSN
- 18838081
- 02850370
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- NDL書誌ID
- 8939179
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- 本文言語コード
- ja
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- データソース種別
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- JaLC
- NDL
- Crossref
- CiNii Articles
- KAKEN
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- 抄録ライセンスフラグ
- 使用不可