Spectral density estimation for stationary stable random fields
Sabre, Rachid
Applicationes Mathematicae, Tome 23 (1995), p. 107-133 / Harvested from The Polish Digital Mathematics Library

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.

Publié le : 1995-01-01
EUDML-ID : urn:eudml:doc:219120
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     author = {Rachid Sabre},
     title = {Spectral density estimation for stationary stable random fields},
     journal = {Applicationes Mathematicae},
     volume = {23},
     year = {1995},
     pages = {107-133},
     zbl = {0846.62067},
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Sabre, Rachid. Spectral density estimation for stationary stable random fields. Applicationes Mathematicae, Tome 23 (1995) pp. 107-133. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv23i2p107bwm/

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