Discrete estimation of spectral density for symmetric stable process
AbstractWe considered a complex strongly harmonizable stationary symmetric stable process in continuous time. In this paper we give an unbiased consistent estimate of the spectral density for this process sampling at periodic instants.To avoid aliasing phenomenon it is assumed that the spectral density has a compact support.
How to Cite
Sabre, R. (2000). Discrete estimation of spectral density for symmetric stable process. Statistica, 60(3), 497–519. https://doi.org/10.6092/issn.1973-2201/1152