Estimation of Additive Error in Mixed Spectra for Stable Processes
From MaRDI portal
Publication:4965779
DOI10.6092/ISSN.1973-2201/7300zbMath1454.62276OpenAlexW2766489166MaRDI QIDQ4965779
Publication date: 10 March 2021
Full work available at URL: https://hal-univ-bourgogne.archives-ouvertes.fr/hal-01860261
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Stable stochastic processes (60G52)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stable process with singular drift
- Stable limit theorem for \(U\)-statistic processes indexed by a random walk
- Two classes of self-similar stable processes with stationary increments
- Spectral density estimation for stationary stable processes
- Modeling geodetic processes with Levy \(\alpha\)-stable distribution and FARIMA
- 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
- Uniqueness of stable processes with drift
- Performance of a spread spectrum packet radio network link in a Poisson field of interferers
- Spectral density estimation for stationary stable random fields
- Spectral density estimation for symmetric stable p-adic processes
- Some Structure Theorems for the Symmetric Stable Laws
This page was built for publication: Estimation of Additive Error in Mixed Spectra for Stable Processes