Modeling Fourier expansions using point processes on the complex plane with applications
- 13 May 2022
- journal article
- research article
- Published by Taylor & Francis Ltd in Communications in Statistics - Simulation and Computation
Abstract
In this paper we study point processes on the complex plane and illustrate their uses in several statistical areas, where the quantities of interest requiring estimation involve Fourier expansions. In particular, for any problem where we can describe a quantity in terms of its Fourier expansion, we propose modeling the coefficients of the expansion using a point process on the complex plane. We utilize the Poisson complex point process and model its intensity function using log-linear and mixture models. The proposed models are exemplified via applications to general density approximation, via modeling of the characteristic function, and time series analysis, via modeling of the spectral density.Keywords
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