Spectral density estimation for stationary stable random fields

DOI10.4064/AM-23-2-107-133zbMATH Open0846.62067OpenAlexW4299828516MaRDI QIDQ4848282FDOQ4848282

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

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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)

Cited In (28)

• Mixed-spectra analysis for stationary random fields
• On the spectral density of stationary processes and random fields
• Title not available (Why is that?)
• Spectral density estimation for symmetric stable \(p\)-adic processes
• A general framework for SPDE-based stationary random fields
• Symmetry properties of higher spectral densities of stationary random processes
• Estimation of Additive Error in Mixed Spectra for Stable Processes
• Tail estimation of the spectral density for a stationary Gaussian random field
• On spectral prediction error formulas for stationary random fields on Z^2
• Spectral density estimation for linear processes with dependent innovations
• Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
• Germ fields for harmonizable symmetric stable processes with rational spectral densities
• Estimation of spectral densities of stationary processes by the method of local minimum contrast
• On the estimation of the spectral density for continuous spatial processes
• Stochastic derivative estimation for max-stable random fields
• Spectral density estimation for stationary stable processes
• Spectral density estimation from random sampling for multiplicative stationary processes
• Estimation of the bivariate stable spectral representation by the projection method
• Discrete estimation of spectral density for symmetric stable process
• Estimation of stable spectral measures
• Choice of the spectral window width by cross-validation: case of the almost periodically correlated process with continuous time
• Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields
• Estimation of the spectral density of a homogeneous random stable discrete time field
• Spectral representations for random densities
• On estimation of the walsh-fourier spectral density of two dimensional strictly homogeneous random fields
• Title not available (Why is that?)
• Estimation of trispectral density of a stationary stochastic process
• Test and asymptotic normality for mixed bivariate measure

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