Estimation of Additive Error in Mixed Spectra for Stable Processes
Consider a symmetric α stable process having a spectral representation with an additive constant error. An estimator of that error and its rate of convergence are given. We study the rate of convergence when the spectral density have some behaviors at origin. Few long memory processes are taken here...
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University of Bologna
2017-10-01
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| Series: | Statistica |
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| Online Access: | https://rivista-statistica.unibo.it/article/view/7300 |
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doaj-5bf3dbfa31fd4b72a4c8681e450c91682020-11-24T22:40:02ZengUniversity of BolognaStatistica0390-590X1973-22012017-10-01772759010.6092/issn.1973-2201/73006541Estimation of Additive Error in Mixed Spectra for Stable ProcessesRachid Sabre0Université de Bourgogne, DijonConsider a symmetric α stable process having a spectral representation with an additive constant error. An estimator of that error and its rate of convergence are given. We study the rate of convergence when the spectral density have some behaviors at origin. Few long memory processes are taken here as example.https://rivista-statistica.unibo.it/article/view/7300Spectral densityJackson kernelStable processes |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Rachid Sabre |
| spellingShingle |
Rachid Sabre Estimation of Additive Error in Mixed Spectra for Stable Processes Statistica Spectral density Jackson kernel Stable processes |
| author_facet |
Rachid Sabre |
| author_sort |
Rachid Sabre |
| title |
Estimation of Additive Error in Mixed Spectra for Stable Processes |
| title_short |
Estimation of Additive Error in Mixed Spectra for Stable Processes |
| title_full |
Estimation of Additive Error in Mixed Spectra for Stable Processes |
| title_fullStr |
Estimation of Additive Error in Mixed Spectra for Stable Processes |
| title_full_unstemmed |
Estimation of Additive Error in Mixed Spectra for Stable Processes |
| title_sort |
estimation of additive error in mixed spectra for stable processes |
| publisher |
University of Bologna |
| series |
Statistica |
| issn |
0390-590X 1973-2201 |
| publishDate |
2017-10-01 |
| description |
Consider a symmetric α stable process having a spectral representation with an additive constant error. An estimator of that error and its rate of convergence are given. We study the rate of convergence when the spectral density have some behaviors at origin. Few long memory processes are taken here as example. |
| topic |
Spectral density Jackson kernel Stable processes |
| url |
https://rivista-statistica.unibo.it/article/view/7300 |
| work_keys_str_mv |
AT rachidsabre estimationofadditiveerrorinmixedspectraforstableprocesses |
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1725706247210008576 |