Estimation of the spectral density of a homogeneous random stable discrete time field
In earlier papers, 2π-periodic spectral data windows have been used in spectral estimation of discretetime random fields having finite second-order moments. In this paper, we show that 2π-periodic spectral windows can also be used to construct estimates of the spectral density of a homoge-neous symm...
| Autores: | , |
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| Tipo de documento: | artigo |
| Data de publicação: | 2005 |
| País: | España |
| Recursos: | Universitat Politècnica de Catalunya (UPC) |
| Repositório: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglês |
| OAI Identifier: | oai:upcommons.upc.edu:2099/3756 |
| Acesso em linha: | https://hdl.handle.net/2099/3756 |
| Access Level: | Acceso aberto |
| Palavra-chave: | Stochastic processes Processos estocàstics Classificació AMS::60 Probability theory and stochastic processes::60G Stochastic processes |
| Resumo: | In earlier papers, 2π-periodic spectral data windows have been used in spectral estimation of discretetime random fields having finite second-order moments. In this paper, we show that 2π-periodic spectral windows can also be used to construct estimates of the spectral density of a homoge-neous symmetric α-stable discrete-time random field. These fields do not have second-order moments if 0 < α < 2. We construct an estimate of the spectrum, calculate the asymptotic mean and variance, and prove weak consistency of our estimate. |
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