Estimation of the spectral density of a homogeneous random stable discrete time field.

Demesh, Nicolay N., and Chekhmenok, Sergey L.. "Estimation of the spectral density of a homogeneous random stable discrete time field.." SORT 29.1 (2005): 101-118. <http://eudml.org/doc/40468>.

@article{Demesh2005,
abstract = {In earlier papers, 2π-periodic spectral data windows have been used in spectral estimation of discrete- time 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 homogeneous symmetric α-stable discrete-time random field. These fields do not have second-order moments if 0 &lt; α &lt; 2. We construct an estimate of the spectrum, calculate the asymptotic mean and variance, and prove weak consistency of our estimate.},
author = {Demesh, Nicolay N., Chekhmenok, Sergey L.},
journal = {SORT},
keywords = {Procesos estocásticos; Campos aleatorios; homogeneous stable fields; spectral density estimate},
language = {eng},
number = {1},
pages = {101-118},
title = {Estimation of the spectral density of a homogeneous random stable discrete time field.},
url = {http://eudml.org/doc/40468},
volume = {29},
year = {2005},
}

TY - JOUR
AU - Demesh, Nicolay N.
AU - Chekhmenok, Sergey L.
TI - Estimation of the spectral density of a homogeneous random stable discrete time field.
JO - SORT
PY - 2005
VL - 29
IS - 1
SP - 101
EP - 118
AB - In earlier papers, 2π-periodic spectral data windows have been used in spectral estimation of discrete- time 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 homogeneous symmetric α-stable discrete-time random field. These fields do not have second-order moments if 0 &lt; α &lt; 2. We construct an estimate of the spectrum, calculate the asymptotic mean and variance, and prove weak consistency of our estimate.
LA - eng
KW - Procesos estocásticos; Campos aleatorios; homogeneous stable fields; spectral density estimate
UR - http://eudml.org/doc/40468
ER -