Estimation of the spectral density of a homogeneous random stable discrete time field
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
In earlier papers, 2π-periodic spectral data windows have been used in spectral estimation of discretetime random fields having finite second-order moments. In this paper, we show that 2π-periodic spectral windows can also be used to construct estimates of the spectral density of a homoge-neous symmetric α-stable discrete-time random field. These fields do not have second-order moments if 0 < α < 2. We construct an estimate of the spectrum, calculate the asymptotic mean and variance, and prove weak consistency of our estimate.
CitationDemesh, Nikolay N.; Chekhmenok, Sergey L.. "Estimation of the spectral density of a homogeneous random stable discrete time field". SORT, 2005, Vol. 29, núm. 1