Limit theorems for stable processes with application to spectral density estimation (Q1890713)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for stable processes with application to spectral density estimation |
scientific article |
Statements
Limit theorems for stable processes with application to spectral density estimation (English)
0 references
23 May 1995
0 references
spectral density
0 references
spectral density estimator
0 references
asymptotic properties of the estimator
0 references
nearly stationary moving average alpha-stable process
0 references
0 references
0 references
