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Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes - MaRDI portal

Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes (Q6632600)

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scientific article; zbMATH DE number 7938563
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English
Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes
scientific article; zbMATH DE number 7938563

    Statements

    Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes (English)
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    5 November 2024
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    stable process
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    stationary process
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    frequency estimation
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    harmonizable process
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    non-ergodic statistics
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    periodogram
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    spectral density estimation
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