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
International audienceAlpha stable processes with p-adic time are considered. These signals whose va...
Estimation of the spectral density of a homogeneous random stable discrete time fiel
International audienceAlpha stable processes with p-adic time are considered. These signals whose va...
International audienceWe consider a, discrete time, weakly stationary bidimensional process, for whi...
We considered a complex strongly harmonizable stationary symmetric stable process in continuous time...
AbstractWeakly and strongly consistent nonparametric estimates, along with rates of convergence, are...
In earlier papers, 2p-periodic spectral data windows have been used in spectral estimation of discre...
In earlier papers, 2p-periodic spectral data windows have been used in spectral estimation of discre...
For a given weakly stationary random field indexed by the integer lattice of an arbitrary finite dim...
AbstractFor a given weakly stationary random field indexed by the integer lattice of an arbitrary fi...
AbstractWeakly and strongly consistent nonparametric estimates, along with rates of convergence, are...
Weakly and strongly consistent nonparametric estimates, along with rates of convergence, are establi...
AbstractIn this paper, the spectral density estimation of a nonstationary class of stochastic proces...
In this paper the estimator of the spectral density for discrete-time stationary symmetric ®-stable...
In this paper the estimator of the spectral density for discrete-time stationary symmetric ®-stable...
International audienceAlpha stable processes with p-adic time are considered. These signals whose va...
Estimation of the spectral density of a homogeneous random stable discrete time fiel
International audienceAlpha stable processes with p-adic time are considered. These signals whose va...
International audienceWe consider a, discrete time, weakly stationary bidimensional process, for whi...
We considered a complex strongly harmonizable stationary symmetric stable process in continuous time...
AbstractWeakly and strongly consistent nonparametric estimates, along with rates of convergence, are...
In earlier papers, 2p-periodic spectral data windows have been used in spectral estimation of discre...
In earlier papers, 2p-periodic spectral data windows have been used in spectral estimation of discre...
For a given weakly stationary random field indexed by the integer lattice of an arbitrary finite dim...
AbstractFor a given weakly stationary random field indexed by the integer lattice of an arbitrary fi...
AbstractWeakly and strongly consistent nonparametric estimates, along with rates of convergence, are...
Weakly and strongly consistent nonparametric estimates, along with rates of convergence, are establi...
AbstractIn this paper, the spectral density estimation of a nonstationary class of stochastic proces...
In this paper the estimator of the spectral density for discrete-time stationary symmetric ®-stable...
In this paper the estimator of the spectral density for discrete-time stationary symmetric ®-stable...
International audienceAlpha stable processes with p-adic time are considered. These signals whose va...
Estimation of the spectral density of a homogeneous random stable discrete time fiel
International audienceAlpha stable processes with p-adic time are considered. These signals whose va...