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dc.contributor.authorDemesh, Nikolay N.
dc.contributor.authorChekhmenok, Sergey L.
dc.identifier.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
dc.description.abstractIn 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.publisherInstitut d'Estadística de Catalunya
dc.relation.ispartofSORT. 2005, Vol. 29, Núm. 1 [January-June]
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.subject.otherStochastic processes
dc.titleEstimation of the spectral density of a homogeneous random stable discrete time field
dc.subject.lemacProcessos estocàstics
dc.description.peerreviewedPeer Reviewed
dc.subject.amsClassificació AMS::60 Probability theory and stochastic processes::60G Stochastic processes
dc.rights.accessOpen Access

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