Statistical inference for spatial statistics defined in the Fourier domain

preprint2016arXivOpen access

Abstract

A class of Fourier based statistics for irregular spaced spatial data is introduced, examples include, the Whittle likelihood, a parametric estimator of the covariance function based on the L2L_{2}-contrast function and a simple nonparametric estimator of the spatial autocovariance which is a non-negative function. The Fourier based statistic is a quadratic form of a discrete Fourier-type transform of the spatial data. Evaluation of the statistic is computationally tractable, requiring O(nb)O(nb^{}) operations, where bb are the number Fourier frequencies used in the definition of the statistic and nn is the sample size. The asymptotic sampling properties of the statistic are derived using both increasing domain and fixed domain spatial asymptotics. These results are used to construct a statistic which is asymptotically pivotal.

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