AbstractWeakly 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
International audienceIn this paper, a symmetric alpha stable process where its spectral representat...
International audienceIn this paper, a symmetric alpha stable process where its spectral representat...
We consider the estimation of the location of the pole and memory parameter, λ0 and α respectively, ...
Weakly and strongly consistent nonparametric estimates, along with rates of convergence, are establi...
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...
Locally stationary processes are characterised by spectral densities that are functions of rescaled...
AbstractThe asymptotic normality of some spectral estimates, including a functional central limit th...
We consider the estimation of the location of the pole and memory parameter, ?0 and a respectively, ...
AbstractLet Xt = ∑j = −∞∞ ψjZt−j be a discrete time moving average process based on i.i.d. symmetric...
AbstractThis paper deals with issues pertaining to estimating the spectral density of a stationary h...
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...
We consider a stationary symmetric stable bidimensional process with discrete time, having the spect...
International audienceIn this paper, a symmetric alpha stable process where its spectral representat...
International audienceIn this paper, a symmetric alpha stable process where its spectral representat...
International audienceIn this paper, a symmetric alpha stable process where its spectral representat...
We consider the estimation of the location of the pole and memory parameter, λ0 and α respectively, ...
Weakly and strongly consistent nonparametric estimates, along with rates of convergence, are establi...
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...
Locally stationary processes are characterised by spectral densities that are functions of rescaled...
AbstractThe asymptotic normality of some spectral estimates, including a functional central limit th...
We consider the estimation of the location of the pole and memory parameter, ?0 and a respectively, ...
AbstractLet Xt = ∑j = −∞∞ ψjZt−j be a discrete time moving average process based on i.i.d. symmetric...
AbstractThis paper deals with issues pertaining to estimating the spectral density of a stationary h...
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...
We consider a stationary symmetric stable bidimensional process with discrete time, having the spect...
International audienceIn this paper, a symmetric alpha stable process where its spectral representat...
International audienceIn this paper, a symmetric alpha stable process where its spectral representat...
International audienceIn this paper, a symmetric alpha stable process where its spectral representat...
We consider the estimation of the location of the pole and memory parameter, λ0 and α respectively, ...