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ArticleOriginal scientific text

Title

Spectral density estimation for stationary stable random fields

Authors 1

Affiliations

  1. Etablissement National D'Enseignement Supérieur, Agronomique de Dijon, 26, Boulevard du Dr. Petitjean, B.P. 1607, F-21036 Dijon, France

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.

Keywords

ENG
(S.α.S) process, double kernel method, periodogram, Jackson kernel

Bibliography

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Applicationes Mathematicae
1995-1996/23/2
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Pages:
107-133
Main language of publication
English
Received
1993-10-22
Accepted
1994-07-05
Published
1995
Exact and natural sciences