Displaying similar documents to “Statistical estimation of higher-order spectral densities by means of general tapering”

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

Nicolay N. Demesh, Sergey L. Chekhmenok (2005)

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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...