Construction of the Consistent Estimate of the Spectral Density of a Discrete-Time Homogeneous Stable Random Fields

Nikolay Demesh; Sergey Chekhmenok

doi:10.17713/ajs.v34i2.402

Construction of the Consistent Estimate of the Spectral Density of a Discrete-Time Homogeneous Stable Random Fields

Authors

Nikolay Demesh Belarus State University, Minsk
Sergey Chekhmenok Belarus State University, Minsk

DOI:

https://doi.org/10.17713/ajs.v34i2.402

Abstract

In this paper, we construct an estimate of the spectral density of a discrete-time homogeneous symmetric ?-stable random fields using 2? - periodic spectral windows, and prove its weak consistency.

References

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Published

2016-04-03

How to Cite

Demesh, N., & Chekhmenok, S. (2016). Construction of the Consistent Estimate of the Spectral Density of a Discrete-Time Homogeneous Stable Random Fields. Austrian Journal of Statistics, 34(2), 91–100. https://doi.org/10.17713/ajs.v34i2.402

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Issue

Vol. 34 No. 2 (2005)

Section

Articles

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