Spectral density estimation for stationary stable random fields

DOI10.4064/AM-23-2-107-133MaRDI QIDQ4848282zbMATH OpenOpenAlexFDO

Authors Rachid Sabre

Publication date 3 October 1996

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/219120

zbMATH Keywords

periodogramdiscrete timeJackson kerneldouble kernel methodstationary symmetric stable bidimensional process

Mathematics Subject Classification ID

Density estimation (62G07) Random fields; image analysis (62M40) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Spectral density estimation for stationary stable processes
• Estimation of the spectral density of a homogeneous random stable discrete time field
• Mixed-spectra analysis for stationary random fields
• scientific article; zbMATH DE number 724716
• Statistical Properties of the Periodogram for Stable Random Field

Cited in

(28)

• Tail estimation of the spectral density for a stationary Gaussian random field
• Estimation of spectral densities of stationary processes by the method of local minimum contrast
• scientific article; zbMATH DE number 1834008 (Why is no real title available?)
• Spectral density estimation for linear processes with dependent innovations
• Discrete estimation of spectral density for symmetric stable process
• Estimation of the spectral density of a homogeneous random stable discrete time field
• Estimation of Additive Error in Mixed Spectra for Stable Processes
• Estimation of the bivariate stable spectral representation by the projection method
• On spectral prediction error formulas for stationary random fields on Z^2
• On the estimation of the spectral density for continuous spatial processes
• Stochastic derivative estimation for max-stable random fields
• A general framework for SPDE-based stationary random fields
• Mixed-spectra analysis for stationary random fields
• Spectral density estimation for stationary stable processes
• Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields
• On estimation of the walsh-fourier spectral density of two dimensional strictly homogeneous random fields
• Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time
• Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
• Spectral representations for random densities
• scientific article; zbMATH DE number 724716 (Why is no real title available?)
• Symmetry properties of higher spectral densities of stationary random processes
• Estimation of trispectral density of a stationary stochastic process
• Germ fields for harmonizable symmetric stable processes with rational spectral densities
• Spectral density estimation for symmetric stable \(p\)-adic processes
• Spectral density estimation from random sampling for multiplicative stationary processes
• Estimation of stable spectral measures
• On the spectral density of stationary processes and random fields
• Test and asymptotic normality for mixed bivariate measure

This page was built for publication: Spectral density estimation for stationary stable random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4848282)