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

Nicolay N. Demesh; Sergey L. Chekhmenok

SORT (2005)

- Volume: 29, Issue: 1, page 101-118
- ISSN: 1696-2281

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topDemesh, 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 < α < 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 < α < 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 -

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