Estimation of Additive Error in Mixed Spectra for Stable Processes

DOI10.6092/ISSN.1973-2201/7300MaRDI QIDQ4965779zbMATH OpenOpenAlexFDO

Authors Rachid Sabre

Publication date 10 March 2021

Full work available at URL https://hal-univ-bourgogne.archives-ouvertes.fr/hal-01860261

zbMATH Keywords

spectral densitystable processesJackson kernel

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Stable stochastic processes (60G52)

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Cites work

• scientific article; zbMATH DE number 3820830 (Why is no real title available?)
• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 724716 (Why is no real title available?)
• scientific article; zbMATH DE number 932659 (Why is no real title available?)
• Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes
• Filtering and control for classes of two-dimensional system
• Laws of the iterated logarithm for symmetric jump processes
• Modeling geodetic processes with Levy \(\alpha\)-stable distribution and FARIMA
• Performance of a spread spectrum packet radio network link in a Poisson field of interferers
• Some Structure Theorems for the Symmetric Stable Laws
• Spectral density estimation for stationary stable processes
• Spectral density estimation for stationary stable random fields
• Spectral density estimation for symmetric stable \(p\)-adic processes
• Stable limit theorem for \(U\)-statistic processes indexed by a random walk
• Stable process with singular drift
• Two classes of self-similar stable processes with stationary increments
• Uniqueness of stable processes with drift

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