Weakly and strongly consistent nonparametric estimates, along with rates of convergence, are established for the spectral density of certain stationary stable processes. This spectral density plays a role, in linear inference problems, analogous to that played by the usual power spectral density of second order stationary processes
This thesis presents two main approaches to estimating the spectral density of a stationary time ser...
We derive uniform convergence results of lag-window spectral density estimates for a general class o...
AbstractThis paper is concerned with the estimation of the spectral measure of a stationary process....
AbstractWeakly and strongly consistent nonparametric estimates, along with rates of convergence, are...
AbstractThis paper deals with issues pertaining to estimating the spectral density of a stationary h...
AbstractThe asymptotic normality of some spectral estimates, including a functional central limit th...
Locally stationary processes are characterised by spectral densities that are functions of rescaled...
We consider the estimation of the location of the pole and memory parameter, ?0 and a respectively, ...
AbstractWe consider some parametric spectral estimators that can be used in a wide range of situatio...
AbstractIn this paper, the spectral density estimation of a nonstationary class of stochastic proces...
AbstractLet Xt = ∑j = −∞∞ ψjZt−j be a discrete time moving average process based on i.i.d. symmetric...
International audienceIn this paper, a symmetric alpha stable process where its spectral representat...
We consider a stationary symmetric stable bidimensional process with discrete time, having the spect...
We consider the estimation of the location of the pole and memory parameter, λ0 and α respectively, ...
International audienceIn numerous applications data are observed at random times and an estimated gr...
This thesis presents two main approaches to estimating the spectral density of a stationary time ser...
We derive uniform convergence results of lag-window spectral density estimates for a general class o...
AbstractThis paper is concerned with the estimation of the spectral measure of a stationary process....
AbstractWeakly and strongly consistent nonparametric estimates, along with rates of convergence, are...
AbstractThis paper deals with issues pertaining to estimating the spectral density of a stationary h...
AbstractThe asymptotic normality of some spectral estimates, including a functional central limit th...
Locally stationary processes are characterised by spectral densities that are functions of rescaled...
We consider the estimation of the location of the pole and memory parameter, ?0 and a respectively, ...
AbstractWe consider some parametric spectral estimators that can be used in a wide range of situatio...
AbstractIn this paper, the spectral density estimation of a nonstationary class of stochastic proces...
AbstractLet Xt = ∑j = −∞∞ ψjZt−j be a discrete time moving average process based on i.i.d. symmetric...
International audienceIn this paper, a symmetric alpha stable process where its spectral representat...
We consider a stationary symmetric stable bidimensional process with discrete time, having the spect...
We consider the estimation of the location of the pole and memory parameter, λ0 and α respectively, ...
International audienceIn numerous applications data are observed at random times and an estimated gr...
This thesis presents two main approaches to estimating the spectral density of a stationary time ser...
We derive uniform convergence results of lag-window spectral density estimates for a general class o...
AbstractThis paper is concerned with the estimation of the spectral measure of a stationary process....
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