# Spectral density estimation for stationary stable random fields

Applicationes Mathematicae (1995)

- Volume: 23, Issue: 2, page 107-133
- ISSN: 1233-7234

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topSabre, Rachid. "Spectral density estimation for stationary stable random fields." Applicationes Mathematicae 23.2 (1995): 107-133. <http://eudml.org/doc/219120>.

@article{Sabre1995,

abstract = {We consider a stationary symmetric stable bidimensional process with discrete time, having the spectral representation (1.1). We consider a general case where the spectral measure is assumed to be the sum of an absolutely continuous measure, a discrete measure of finite order and a finite number of absolutely continuous measures on several lines. We estimate the density of the absolutely continuous measure and the density on the lines.},

author = {Sabre, Rachid},

journal = {Applicationes Mathematicae},

keywords = {(S.α.S) process; double kernel method; periodogram; Jackson kernel; stationary symmetric stable bidimensional process; discrete time},

language = {eng},

number = {2},

pages = {107-133},

title = {Spectral density estimation for stationary stable random fields},

url = {http://eudml.org/doc/219120},

volume = {23},

year = {1995},

}

TY - JOUR

AU - Sabre, Rachid

TI - Spectral density estimation for stationary stable random fields

JO - Applicationes Mathematicae

PY - 1995

VL - 23

IS - 2

SP - 107

EP - 133

AB - We consider a stationary symmetric stable bidimensional process with discrete time, having the spectral representation (1.1). We consider a general case where the spectral measure is assumed to be the sum of an absolutely continuous measure, a discrete measure of finite order and a finite number of absolutely continuous measures on several lines. We estimate the density of the absolutely continuous measure and the density on the lines.

LA - eng

KW - (S.α.S) process; double kernel method; periodogram; Jackson kernel; stationary symmetric stable bidimensional process; discrete time

UR - http://eudml.org/doc/219120

ER -

## References

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