Geodesic
Spectral density estimation for stationary stable random fields
Applicationes Mathematicae, Tome 23 (1996) no. 2, pp. 107-133.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/am-23-2-107-133
Keywords: (S.α.S) process, double kernel method, periodogram, Jackson kernel

Rachid Sabre 1

1 
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Rachid Sabre. Spectral density estimation for stationary stable random fields. Applicationes Mathematicae, Tome 23 (1996) no. 2, pp. 107-133. doi : 10.4064/am-23-2-107-133. http://geodesic.mathdoc.fr/articles/10.4064/am-23-2-107-133/

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