Estimation of Additive Error in Mixed Spectra for Stable Processes

Authors

  • Rachid Sabre Université de Bourgogne, Dijon

DOI:

https://doi.org/10.6092/issn.1973-2201/7300

Keywords:

Spectral density, Jackson kernel, Stable processes

Abstract

Consider a symmetric α stable process having a spectral representation with an additive constant error. An estimator of that error and its rate of convergence are given. We study the rate of convergence when the spectral density have some behaviors at origin. Few long memory processes are taken here as example.

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Published

2017-10-24

How to Cite

Sabre, R. (2017). Estimation of Additive Error in Mixed Spectra for Stable Processes. Statistica, 77(2), 75–90. https://doi.org/10.6092/issn.1973-2201/7300

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