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Activity Number: 382
Type: Contributed
Date/Time: Wednesday, August 1, 2007 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #309334
Title: Asymptotic Properties of Discrete Fourier Transforms of Spatial Processes
Author(s): Soutir Bandyopadhyay*+ and Soumendra N. Lahiri
Companies: Texas A&M University and Texas A&M University
Address: 204 Church Avenue, College Station, TX, 77840,
Keywords: Asymptotics ; DFT ; Spatial Processes
Abstract:

We investigate the joint asymptotic distribution for the Discrete Fourier Transformations (DFT) of spatial data under pure and mixed increasing- domain spatial asymptotic structure. Here the design points are specified by certain stochastic spatial designs driven by sequence of iid random vectors. We show that the asymptotic distribution of the DFT is Gaussian with the asymptotic variances depending on the design density. We also investigate the asymptotic independence of the DFTs of the spatial data with unequal frequencies.

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Revised September, 2007