Estimation of Additive Error in Mixed Spectra for Stable Processes

DOI10.6092/ISSN.1973-2201/7300zbMath1454.62276OpenAlexW2766489166MaRDI QIDQ4965779

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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