Spectral density estimation of function-valued spatial processes
函数值空间过程的谱密度估计
The spectral density function describes the second-order properties of a stationary stochastic process on Rd. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process taking values in a separable Hilbert space. Our estimator is based on kernel smoothing and can be applied to a wide variety of spatial sampling schemes including those in which data are observed at irregular spatial locations. Thus, it finds immediate…