Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes
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Publication:6632600
DOI10.3150/24-BEJ1723MaRDI QIDQ6632600
Evgeny Spodarev, Ly Viet Hoang
Publication date: 5 November 2024
Published in: Bernoulli (Search for Journal in Brave)
frequency estimationspectral density estimationperiodogramstationary processstable processharmonizable processnon-ergodic statistics
Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Stable stochastic processes (60G52)
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