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Estimation of the spectral density of a homogeneous random stable discrete time field
| dc.contributor.author | Demesh, Nikolay N. |
| dc.contributor.author | Chekhmenok, Sergey L. |
| dc.date.accessioned | 2007-11-12T19:31:10Z |
| dc.date.available | 2007-11-12T19:31:10Z |
| dc.date.issued | 2005 |
| dc.identifier.citation | Demesh, Nikolay N.; Chekhmenok, Sergey L.. "Estimation of the spectral density of a homogeneous random stable discrete time field". SORT, 2005, Vol. 29, núm. 1 |
| dc.identifier.issn | 1696-2281 |
| dc.identifier.uri | http://hdl.handle.net/2099/3756 |
| dc.description.abstract | 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. |
| dc.format.extent | 101-118 |
| dc.language.iso | eng |
| dc.publisher | Institut d'Estadística de Catalunya |
| dc.relation.ispartof | SORT. 2005, Vol. 29, Núm. 1 [January-June] |
| dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
| dc.subject.other | Stochastic processes |
| dc.title | Estimation of the spectral density of a homogeneous random stable discrete time field |
| dc.type | Article |
| dc.subject.lemac | Processos estocàstics |
| dc.description.peerreviewed | Peer Reviewed |
| dc.subject.ams | Classificació AMS::60 Probability theory and stochastic processes::60G Stochastic processes |
| dc.rights.access | Open Access |
| local.personalitzacitacio | true |
