Spectral Density Estimate for Stable Processes Observed with an Additive Error

被引：0

作者：

Sabre, Rachid ^{[1
]}

机构：

[1] Univ Burgundy, Dept DSIP, Lab LE2I UMR6306, CNRS,Agrosup, Dijon, France

来源：

ADVANCED SCIENCE LETTERS | 2018年 / 24卷 / 11期

关键词：

Spectral Density; Stable Process; Periodogram;

D O I：

10.1166/asl.2018.12481

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

In this paper, a symmetric alpha stable process where its spectral representation has an additive error is considered. The error is supposed to be constant. A periodograrn as estimator of the spectral density and its rate of convergence are given. In order to give an asymptotically unbiased and consistent estimate of the spectral density, this periodogram is smoothed by an adapted spectral window. The rate of convergence is given.

引用

页码：8019 / 8022

页数：4

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